+49.5%
FND vs EXPD
+267.3%
-217.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.5% |
| 7D | +0.4% | -0.9% | +1.3% | +1.1% |
| 30D | -23.6% | +4.1% | -27.6% | -25.9% |
| 3M | +4.3% | +13.8% | -9.4% | -5.3% |
| 6M | -20.3% | +27.3% | -47.6% | -34.4% |
| YTD | -21.3% | +25.4% | -46.7% | -35.9% |
| 1Y | -45.4% | +54.4% | -99.7% | -62.7% |
| 3Y | -48.9% | +67.9% | -116.7% | -67.5% |
| 5Y | -61.0% | +59.2% | -120.2% | -74.5% |
| All | +49.5% | +267.3% | -217.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling