-48.4%
FND vs EXPD
+68.7%
-117.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -5.2% | -1.1% | -4.1% | -4.5% |
| 30D | -19.9% | +4.1% | -23.9% | -21.9% |
| 3M | +2.7% | +17.9% | -15.2% | -7.2% |
| 6M | -21.7% | +29.2% | -50.9% | -33.8% |
| YTD | -17.5% | +27.4% | -44.9% | -31.3% |
| 1Y | -39.3% | +56.8% | -96.1% | -57.8% |
| All | -48.4% | +68.7% | -117.1% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling