+297.5%
FTI vs EXPD
+308.0%
-10.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | +12.3% | +4.1% | +8.3% | +9.9% |
| 3M | +13.8% | +13.8% | 0.0% | +5.9% |
| 6M | +24.3% | +27.3% | -3.0% | +8.0% |
| YTD | +75.8% | +25.4% | +50.3% | +51.9% |
| 1Y | +99.6% | +54.4% | +45.3% | +51.5% |
| 3Y | +278.4% | +67.9% | +210.5% | +166.9% |
| 5Y | +1,168.7% | +59.2% | +1,109.5% | +791.7% |
| 10Y | +297.5% | +308.6% | -11.0% | +58.0% |
| All | +297.5% | +308.0% | -10.5% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling