-74.9%
FRSH vs EXPD
+64.2%
-139.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -9.6% | +1.2% | -10.7% | -10.1% |
| 30D | -0.4% | +5.2% | -5.6% | -3.0% |
| 3M | +27.2% | +13.2% | +14.0% | +19.0% |
| 6M | +42.2% | +30.3% | +11.9% | +23.1% |
| YTD | -2.6% | +27.0% | -29.6% | -15.5% |
| 1Y | -10.2% | +57.3% | -67.5% | -31.7% |
| 3Y | -45.5% | +70.0% | -115.5% | -61.7% |
| All | -74.9% | +64.2% | -139.1% | -84.4% |
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 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