-84.0%
FIG vs EXPD
+70.7%
-154.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.5% | -12.2% | -16.1% |
| 7D | -17.4% | -4.8% | -12.6% | -16.9% |
| 30D | -15.9% | -1.5% | -14.4% | -15.6% |
| 3M | -34.5% | +4.1% | -38.6% | -34.4% |
| 6M | -5.0% | +24.0% | -29.1% | -4.4% |
| YTD | -50.7% | +27.4% | -78.1% | -49.9% |
| 1Y | -58.1% | +38.4% | -96.5% | -56.8% |
| All | -84.0% | +70.7% | -154.7% | -83.0% |
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