+326.6%
EXPD vs FDS
+127.7%
+199.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +5.5% | +1.5% | +4.1% | +5.1% |
| 30D | -0.8% | +14.8% | -15.6% | -5.1% |
| 3M | +4.1% | +16.3% | -12.1% | -1.3% |
| 6M | +25.7% | +66.2% | -40.6% | +4.6% |
| YTD | +31.4% | +16.2% | +15.2% | +22.3% |
| 1Y | +42.2% | +21.8% | +20.3% | +29.5% |
| 3Y | +77.2% | -23.9% | +101.1% | +90.9% |
| 5Y | +61.0% | -23.1% | +84.1% | +70.4% |
| All | +326.6% | +127.7% | +199.0% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling