+89.5%
FOXA vs EXPD
+61.6%
+27.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | -4.0% | -1.1% | -2.8% | -3.6% |
| 30D | +12.0% | +4.1% | +7.9% | +10.4% |
| 3M | +0.3% | +17.9% | -17.6% | -5.3% |
| 6M | +12.5% | +29.2% | -16.8% | +2.8% |
| YTD | -9.6% | +27.4% | -37.0% | -17.2% |
| 1Y | +8.6% | +56.8% | -48.2% | -7.8% |
| 3Y | +118.5% | +68.0% | +50.5% | +78.9% |
| All | +89.5% | +61.6% | +27.9% | +49.5% |
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