+4.7%
FTV vs EXPD
+61.6%
-56.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -7.1% | +4.1% | -11.1% | -8.7% |
| 3M | -7.2% | +17.9% | -25.1% | -13.8% |
| 6M | -1.5% | +29.2% | -30.7% | -12.7% |
| YTD | +3.5% | +27.4% | -23.9% | -8.2% |
| 1Y | +20.3% | +56.8% | -36.5% | -4.0% |
| 3Y | -3.1% | +68.0% | -71.2% | -26.8% |
| All | +4.7% | +61.6% | -56.8% | -22.5% |
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