+762.4%
FTI vs EXPD
+55.6%
+706.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +4.0% |
| 7D | -7.6% | -7.2% | -0.5% | -5.0% |
| 30D | -7.1% | -3.3% | -3.9% | -6.0% |
| 3M | -8.7% | +3.4% | -12.1% | -10.0% |
| 6M | -14.0% | +22.7% | -36.7% | -20.8% |
| YTD | +42.8% | +24.5% | +18.3% | +28.8% |
| 1Y | +50.4% | +38.6% | +11.7% | +29.1% |
| 3Y | +194.1% | +71.5% | +122.6% | +123.6% |
| All | +762.4% | +55.6% | +706.8% | +488.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling