+332.6%
EXPD vs FDS
+135.1%
+197.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -5.5% | -5.0% | -0.5% | -4.1% |
| 30D | -1.9% | +13.8% | -15.7% | -5.9% |
| 3M | +6.1% | +14.8% | -8.8% | +0.8% |
| 6M | +21.6% | +47.4% | -25.8% | +5.2% |
| YTD | +27.9% | +14.2% | +13.7% | +19.7% |
| 1Y | +39.4% | +26.6% | +12.8% | +24.8% |
| 3Y | +72.7% | -24.4% | +97.1% | +86.1% |
| 5Y | +60.3% | -22.6% | +83.0% | +68.9% |
| 10Y | +332.6% | +130.0% | +202.6% | +188.1% |
| All | +332.6% | +135.1% | +197.5% | +188.1% |
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