+855.0%
EXPE vs FDS
+918.4%
-63.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | +0.2% |
| 7D | -9.5% | -1.9% | -7.6% | -8.7% |
| 30D | -6.6% | +9.0% | -15.6% | -11.0% |
| 3M | +31.4% | +18.9% | +12.5% | +18.4% |
| 6M | +35.2% | +35.1% | +0.1% | +12.0% |
| YTD | +5.8% | +5.5% | +0.3% | -0.2% |
| 1Y | +38.7% | -16.8% | +55.5% | +46.8% |
| 3Y | +175.8% | -28.1% | +203.8% | +210.6% |
| 5Y | +111.8% | -17.4% | +129.3% | +118.0% |
| 10Y | +179.7% | +85.4% | +94.3% | +73.0% |
| All | +855.0% | +918.4% | -63.4% | +150.4% |
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