+17.6%
FTV vs EXPD
+63.3%
-45.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | +3.7% | +3.6% | +0.1% | +2.1% |
| 30D | +16.8% | +0.3% | +16.6% | +16.5% |
| 3M | +10.4% | +6.1% | +4.3% | +7.3% |
| 6M | +12.8% | +27.4% | -14.5% | +0.7% |
| YTD | +23.3% | +32.0% | -8.7% | +7.0% |
| 1Y | +31.0% | +40.5% | -9.6% | +10.2% |
| 3Y | +38.6% | +75.7% | -37.1% | +1.2% |
| 5Y | +17.6% | +61.7% | -44.2% | -11.6% |
| All | +17.6% | +63.3% | -45.7% | -11.6% |
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