+118.5%
EXPE vs FDS
+135.1%
-16.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -13.3% | -5.0% | -8.4% | -11.1% |
| 30D | -5.5% | +13.8% | -19.3% | -10.7% |
| 3M | -16.5% | +14.8% | -31.3% | -22.1% |
| 6M | +13.1% | +47.4% | -34.3% | -7.9% |
| YTD | -8.0% | +14.2% | -22.1% | -15.8% |
| 1Y | +1.1% | +26.6% | -25.5% | -12.5% |
| 3Y | +131.2% | -24.4% | +155.6% | +152.9% |
| 5Y | +39.8% | -22.6% | +62.4% | +49.3% |
| 10Y | +118.5% | +130.0% | -11.5% | +48.3% |
| All | +118.5% | +135.1% | -16.7% | +48.3% |
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