+301.7%
EXPD vs FDS
+135.4%
+166.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.2% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -3.3% | +20.2% | -23.5% | -8.8% |
| 3M | +3.4% | +19.9% | -16.5% | -3.0% |
| 6M | +22.7% | +56.2% | -33.5% | +4.0% |
| YTD | +24.5% | +14.6% | +10.0% | +16.4% |
| 1Y | +38.6% | +31.6% | +7.1% | +22.4% |
| 3Y | +71.5% | -23.8% | +95.3% | +84.3% |
| 5Y | +56.2% | -22.6% | +78.8% | +64.6% |
| All | +301.7% | +135.4% | +166.3% | +177.1% |
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