+47.3%
EXPE vs FDS
-23.2%
+70.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.2% |
| 30D | -6.1% | +14.8% | -20.9% | -11.5% |
| 3M | -21.3% | +16.3% | -37.6% | -26.7% |
| 6M | +19.0% | +66.2% | -47.2% | -8.3% |
| YTD | -8.4% | +16.2% | -24.7% | -16.2% |
| 1Y | -2.8% | +21.8% | -24.6% | -13.6% |
| 3Y | +120.8% | -23.9% | +144.6% | +143.9% |
| All | +47.3% | -23.2% | +70.5% | +58.7% |
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