+312.6%
EXPD vs FDS
+84.7%
+227.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.6% |
| 30D | +4.1% | +9.0% | -4.9% | +1.1% |
| 3M | +17.9% | +18.9% | -0.9% | +10.6% |
| 6M | +29.2% | +35.1% | -5.9% | +14.9% |
| YTD | +27.4% | +5.5% | +21.9% | +22.8% |
| 1Y | +56.8% | -16.8% | +73.6% | +64.4% |
| 3Y | +68.0% | -28.1% | +96.1% | +84.0% |
| 5Y | +61.9% | -17.4% | +79.3% | +65.8% |
| All | +312.6% | +84.7% | +227.9% | +197.1% |
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