+211.6%
FTI vs EXPD
+75.3%
+136.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +4.3% | +5.5% | -1.2% | +2.6% |
| 30D | -4.7% | -0.8% | -3.9% | -4.5% |
| 3M | -13.5% | +4.1% | -17.7% | -14.7% |
| 6M | -8.7% | +25.7% | -34.4% | -15.3% |
| YTD | +49.0% | +31.4% | +17.6% | +34.4% |
| 1Y | +54.0% | +42.2% | +11.8% | +34.2% |
| 3Y | +211.6% | +77.2% | +134.4% | +134.2% |
| All | +211.6% | +75.3% | +136.3% | +134.2% |
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 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