-79.1%
FIG vs EXPD
+70.6%
-149.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -16.3% | -1.1% | -15.2% | -16.3% |
| 30D | -14.3% | +4.1% | -18.4% | -14.4% |
| 3M | +7.2% | +17.9% | -10.8% | +7.3% |
| 6M | -18.6% | +29.2% | -47.9% | -17.9% |
| YTD | -35.5% | +27.4% | -62.8% | -34.7% |
| 1Y | -55.8% | +56.8% | -112.6% | -53.7% |
| All | -79.1% | +70.6% | -149.7% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling