-1.1%
FTV vs EXPD
+68.7%
-69.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -4.5% | -1.1% | -3.4% | -4.1% |
| 30D | -7.1% | +4.1% | -11.1% | -8.5% |
| 3M | -7.2% | +17.9% | -25.1% | -12.9% |
| 6M | -1.5% | +29.2% | -30.7% | -11.0% |
| YTD | +3.5% | +27.4% | -23.9% | -6.4% |
| 1Y | +20.3% | +56.8% | -36.5% | -0.9% |
| All | -1.1% | +68.7% | -69.8% | -24.9% |
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 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