+62.8%
EXPD vs FDS
-17.4%
+80.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | -1.1% | -1.9% | +0.8% | -0.7% |
| 30D | +4.1% | +9.0% | -4.9% | +1.8% |
| 3M | +17.9% | +18.9% | -0.9% | +12.5% |
| 6M | +29.2% | +35.1% | -5.9% | +18.3% |
| YTD | +27.4% | +5.5% | +21.9% | +26.4% |
| 1Y | +56.8% | -16.8% | +73.6% | +69.3% |
| 3Y | +68.0% | -28.1% | +96.1% | +88.9% |
| All | +62.8% | -17.4% | +80.2% | +77.8% |
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