-57.4%
FIG vs EXPD
+40.0%
-97.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.1% |
| 7D | -14.3% | -1.6% | -12.7% | -13.8% |
| 30D | -13.6% | +0.6% | -14.2% | -13.6% |
| 3M | -23.7% | +9.8% | -33.5% | -24.8% |
| 6M | -5.4% | +25.8% | -31.1% | -7.6% |
| YTD | -49.2% | +31.3% | -80.5% | -53.3% |
| 1Y | -57.4% | +40.9% | -98.3% | -63.2% |
| All | -57.4% | +40.0% | -97.4% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling