+104,095.6%
FICO vs EXPD
+30,859.1%
+73,236.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -16.9% |
| 7D | -19.2% | -1.1% | -18.0% | -19.0% |
| 30D | -14.6% | +4.1% | -18.7% | -15.5% |
| 3M | -20.1% | +17.9% | -38.0% | -23.6% |
| 6M | -36.3% | +29.2% | -65.6% | -40.7% |
| YTD | -44.9% | +27.4% | -72.2% | -48.5% |
| 1Y | -38.6% | +56.8% | -95.5% | -45.9% |
| 3Y | +4.0% | +68.0% | -64.1% | -10.7% |
| 5Y | +99.5% | +61.9% | +37.7% | +71.9% |
| 10Y | +604.7% | +316.0% | +288.7% | +386.4% |
| All | +104,095.6% | +30,859.1% | +73,236.5% | +45,929.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling