+66.4%
FND vs EXPD
+274.5%
-208.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.1% |
| 7D | +8.5% | -5.5% | +14.0% | +12.7% |
| 30D | +17.2% | -1.9% | +19.1% | +18.4% |
| 3M | -14.9% | +6.1% | -21.0% | -19.2% |
| 6M | +3.1% | +21.6% | -18.5% | -11.8% |
| YTD | -12.4% | +27.9% | -40.3% | -30.1% |
| 1Y | -10.0% | +39.4% | -49.4% | -33.1% |
| 3Y | -31.3% | +72.7% | -104.0% | -57.5% |
| 5Y | -60.3% | +60.3% | -120.6% | -74.3% |
| All | +66.4% | +274.5% | -208.1% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling