+20.2%
FTV vs EXPD
+57.8%
-37.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -7.2% | +4.1% | -11.2% | -8.1% |
| 3M | -7.3% | +17.9% | -25.2% | -11.1% |
| 6M | -1.6% | +29.2% | -30.9% | -7.9% |
| YTD | +3.3% | +27.4% | -24.0% | -2.0% |
| 1Y | +20.2% | +56.8% | -36.6% | +9.9% |
| All | +20.2% | +57.8% | -37.6% | +9.9% |
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