+59.9%
EXPD vs FDS
-19.3%
+79.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -4.8% | +6.4% | -11.2% | -6.1% |
| 30D | -1.5% | +25.2% | -26.7% | -6.4% |
| 3M | +4.1% | +22.9% | -18.8% | -1.1% |
| 6M | +24.0% | +56.5% | -32.5% | +9.8% |
| YTD | +27.4% | +19.0% | +8.4% | +22.8% |
| 1Y | +38.4% | +32.7% | +5.7% | +27.5% |
| 3Y | +73.2% | -20.4% | +93.6% | +91.1% |
| 5Y | +59.9% | -19.6% | +79.4% | +73.4% |
| All | +59.9% | -19.3% | +79.1% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling