+39.5%
EXPE vs FDS
-22.8%
+62.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -3.2% |
| 7D | -9.3% | -0.5% | -8.8% | -8.9% |
| 30D | +0.1% | +20.2% | -20.1% | -7.5% |
| 3M | -15.3% | +19.9% | -35.2% | -22.3% |
| 6M | +5.5% | +56.2% | -50.7% | -16.1% |
| YTD | -8.0% | +14.6% | -22.5% | -15.2% |
| 1Y | +18.9% | +31.6% | -12.7% | +1.7% |
| 3Y | +135.5% | -23.8% | +159.4% | +159.4% |
| All | +39.5% | -22.8% | +62.3% | +42.9% |
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