+194.1%
FTI vs EXPD
+68.8%
+125.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.8% |
| 7D | -7.6% | -7.2% | -0.5% | -5.4% |
| 30D | -7.1% | -3.3% | -3.9% | -6.2% |
| 3M | -8.7% | +3.4% | -12.1% | -9.7% |
| 6M | -14.0% | +22.7% | -36.7% | -19.6% |
| YTD | +42.8% | +24.5% | +18.3% | +31.0% |
| 1Y | +50.4% | +38.6% | +11.7% | +31.6% |
| 3Y | +194.1% | +71.5% | +122.6% | +125.4% |
| All | +194.1% | +68.8% | +125.3% | +125.4% |
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 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