-44.7%
FRSH vs EXPD
+66.3%
-111.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.4% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | +2.2% | +4.1% | -1.9% | +0.8% |
| 3M | +28.6% | +13.8% | +14.8% | +22.6% |
| 6M | +40.2% | +27.3% | +12.9% | +28.1% |
| YTD | -1.2% | +25.4% | -26.7% | -10.0% |
| 1Y | -7.9% | +54.4% | -62.3% | -23.4% |
| 3Y | -44.7% | +67.9% | -112.6% | -57.3% |
| All | -44.7% | +66.3% | -111.0% | -57.3% |
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