-63.0%
FND vs EXPD
+63.3%
-126.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.8% |
| 7D | -5.1% | +3.6% | -8.7% | -7.6% |
| 30D | +9.2% | +0.3% | +8.9% | +8.5% |
| 3M | -17.7% | +6.1% | -23.8% | -21.7% |
| 6M | +2.5% | +27.4% | -24.9% | -15.3% |
| YTD | -19.8% | +32.0% | -51.8% | -37.7% |
| 1Y | -22.7% | +40.5% | -63.2% | -43.1% |
| 3Y | -38.3% | +75.7% | -114.0% | -63.4% |
| 5Y | -63.0% | +61.7% | -124.7% | -78.5% |
| All | -63.0% | +63.3% | -126.3% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling