+120.3%
FOXA vs EXPD
+68.8%
+51.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.8% |
| 7D | +5.4% | -7.2% | +12.5% | +8.0% |
| 30D | +6.3% | -3.3% | +9.6% | +7.4% |
| 3M | +8.3% | +3.4% | +4.9% | +7.0% |
| 6M | +7.6% | +22.7% | -15.1% | +0.3% |
| YTD | -7.9% | +24.5% | -32.5% | -14.9% |
| 1Y | +2.4% | +38.6% | -36.3% | -8.9% |
| 3Y | +120.3% | +71.5% | +48.8% | +76.0% |
| All | +120.3% | +68.8% | +51.5% | +76.0% |
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 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