-83.2%
FIG vs EXPD
+71.3%
-154.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.8% |
| 7D | -12.6% | -5.5% | -7.1% | -12.1% |
| 30D | -13.8% | -1.9% | -11.9% | -13.5% |
| 3M | -16.7% | +6.1% | -22.8% | -16.7% |
| 6M | -6.1% | +21.6% | -27.7% | -5.6% |
| YTD | -48.1% | +27.9% | -76.0% | -47.4% |
| 1Y | -56.2% | +39.4% | -95.6% | -54.8% |
| All | -83.2% | +71.3% | -154.5% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling