+59.7%
EXPD vs FDS
-22.8%
+82.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.4% | -2.0% | -5.4% | -7.0% |
| 30D | -2.1% | +13.5% | -15.6% | -5.0% |
| 3M | +5.7% | +15.2% | -9.5% | +1.8% |
| 6M | +21.4% | +47.0% | -25.7% | +9.1% |
| YTD | +27.6% | +13.9% | +13.7% | +24.1% |
| 1Y | +36.1% | +25.2% | +10.9% | +27.3% |
| 3Y | +69.9% | -25.3% | +95.2% | +91.2% |
| 5Y | +59.7% | -23.3% | +83.0% | +74.8% |
| All | +59.7% | -22.8% | +82.5% | +74.8% |
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