+12,744.5%
EXPD vs FDS
+10,727.5%
+2,017.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -4.8% | +6.4% | -11.2% | -6.7% |
| 30D | -1.5% | +25.2% | -26.7% | -8.5% |
| 3M | +4.1% | +22.9% | -18.8% | -3.3% |
| 6M | +24.0% | +56.5% | -32.5% | +5.1% |
| YTD | +27.4% | +19.0% | +8.4% | +16.0% |
| 1Y | +38.4% | +32.7% | +5.7% | +21.2% |
| 3Y | +73.2% | -20.4% | +93.6% | +76.8% |
| 5Y | +59.9% | -19.6% | +79.4% | +61.4% |
| 10Y | +319.9% | +148.5% | +171.4% | +186.0% |
| All | +12,744.5% | +10,727.5% | +2,017.0% | +4,198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling