-83.4%
FRMI vs EXPD
+56.4%
-139.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.4% |
| 7D | +10.9% | +1.2% | +9.7% | +11.3% |
| 30D | -24.3% | +6.8% | -31.1% | -23.1% |
| 3M | -21.8% | +14.9% | -36.7% | -18.8% |
| 6M | -33.0% | +34.6% | -67.7% | -29.0% |
| YTD | -32.6% | +27.7% | -60.3% | -29.0% |
| All | -83.4% | +56.4% | -139.8% | -80.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling