+153.1%
EXPE vs FDS
+77.6%
+75.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.3% | -3.6% | -5.9% |
| 7D | -9.8% | -5.4% | -4.4% | -7.4% |
| 30D | -11.5% | +1.6% | -13.1% | -12.2% |
| 3M | +21.7% | +17.7% | +4.0% | +11.8% |
| 6M | +10.4% | +29.1% | -18.7% | -4.2% |
| YTD | -2.5% | +1.0% | -3.5% | -5.1% |
| 1Y | +27.3% | -21.6% | +49.0% | +38.6% |
| 3Y | +153.5% | -30.1% | +183.6% | +187.5% |
| 5Y | +91.1% | -20.7% | +111.8% | +101.7% |
| 10Y | +153.1% | +78.3% | +74.8% | +83.3% |
| All | +153.1% | +77.6% | +75.5% | +83.3% |
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