+34.0%
FTV vs EXPD
+68.8%
-34.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | +0.2% | -7.2% | +7.4% | +2.8% |
| 30D | +15.7% | -3.3% | +18.9% | +16.9% |
| 3M | +7.5% | +3.4% | +4.1% | +6.0% |
| 6M | +8.5% | +22.7% | -14.2% | +0.4% |
| YTD | +18.8% | +24.5% | -5.7% | +8.7% |
| 1Y | +28.5% | +38.6% | -10.1% | +12.6% |
| 3Y | +34.0% | +71.5% | -37.5% | +1.2% |
| All | +34.0% | +68.8% | -34.8% | +1.2% |
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