-22.6%
FPS vs EXPD
+21.0%
-43.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -16.8% |
| 7D | -23.3% | +0.3% | -23.6% | -23.0% |
| 30D | -42.4% | +1.8% | -44.3% | -42.3% |
| 3M | -43.0% | +8.9% | -52.0% | -43.3% |
| 6M | -44.5% | +42.2% | -86.7% | -46.5% |
| All | -22.6% | +21.0% | -43.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling