+93.9%
FTV vs EXPD
+330.0%
-236.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -4.5% | -1.1% | -3.4% | -3.9% |
| 30D | -7.1% | +4.1% | -11.1% | -9.0% |
| 3M | -7.2% | +17.9% | -25.1% | -15.0% |
| 6M | -1.5% | +29.2% | -30.7% | -14.6% |
| YTD | +3.5% | +27.4% | -23.9% | -10.3% |
| 1Y | +20.3% | +56.8% | -36.5% | -7.6% |
| 3Y | -3.1% | +68.0% | -71.2% | -30.0% |
| 5Y | +2.3% | +61.9% | -59.5% | -26.4% |
| 10Y | +76.3% | +316.0% | -239.7% | -23.3% |
| All | +93.9% | +330.0% | -236.1% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling