+180.2%
FTI vs EXPD
+334.2%
-154.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.7% |
| 7D | -4.3% | -5.5% | +1.1% | -1.5% |
| 30D | -8.0% | -1.9% | -6.1% | -7.2% |
| 3M | -8.0% | +6.1% | -14.1% | -11.1% |
| 6M | -8.7% | +21.6% | -30.3% | -18.2% |
| YTD | +43.9% | +27.9% | +16.0% | +22.8% |
| 1Y | +49.8% | +39.4% | +10.4% | +21.4% |
| 3Y | +211.7% | +72.7% | +139.0% | +116.3% |
| 5Y | +781.6% | +60.3% | +721.2% | +520.1% |
| 10Y | +180.2% | +332.6% | -152.4% | +7.2% |
| All | +180.2% | +334.2% | -154.0% | +7.2% |
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