+56.7%
FND vs EXPD
+272.9%
-216.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -5.2% | -1.1% | -4.1% | -4.4% |
| 30D | -19.9% | +4.1% | -23.9% | -22.3% |
| 3M | +2.7% | +17.9% | -15.2% | -9.3% |
| 6M | -21.7% | +29.2% | -50.9% | -36.3% |
| YTD | -17.5% | +27.4% | -44.9% | -33.6% |
| 1Y | -39.3% | +56.8% | -96.1% | -59.1% |
| 3Y | -49.8% | +68.0% | -117.8% | -68.1% |
| 5Y | -60.1% | +61.9% | -121.9% | -74.2% |
| All | +56.7% | +272.9% | -216.2% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling