+99.6%
FTI vs EXPD
+55.4%
+44.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +12.3% | +4.1% | +8.3% | +11.9% |
| 3M | +13.8% | +13.8% | 0.0% | +12.5% |
| 6M | +24.3% | +27.3% | -3.0% | +21.9% |
| YTD | +75.8% | +25.4% | +50.3% | +72.1% |
| 1Y | +99.6% | +54.4% | +45.3% | +90.8% |
| All | +99.6% | +55.4% | +44.2% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling