-83.9%
FIG vs EXPD
+71.0%
-154.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -11.4% | -7.4% | -4.0% | -10.7% |
| 30D | -17.2% | -2.1% | -15.1% | -16.9% |
| 3M | -26.6% | +5.7% | -32.3% | -26.6% |
| 6M | -9.8% | +21.4% | -31.2% | -9.4% |
| YTD | -50.1% | +27.6% | -77.8% | -49.5% |
| 1Y | -58.1% | +36.1% | -94.2% | -57.0% |
| All | -83.9% | +71.0% | -154.8% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling