+2,159.9%
FTI vs EXPD
+1,584.8%
+575.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +5.3% | -1.1% | +6.4% | +5.8% |
| 30D | +15.3% | +4.1% | +11.3% | +13.0% |
| 3M | +15.8% | +17.9% | -2.1% | +6.4% |
| 6M | +22.6% | +29.2% | -6.7% | +6.8% |
| YTD | +79.5% | +27.4% | +52.2% | +55.8% |
| 1Y | +102.0% | +56.8% | +45.2% | +56.5% |
| 3Y | +315.8% | +68.0% | +247.8% | +206.5% |
| 5Y | +1,129.5% | +61.9% | +1,067.6% | +799.7% |
| 10Y | +320.9% | +316.0% | +4.9% | +92.5% |
| All | +2,159.9% | +1,584.8% | +575.2% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling