-18.9%
EXE vs FN
-25.7%
+6.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -3.0% |
| 7D | -4.7% | -7.0% | +2.3% | -4.7% |
| 30D | +1.0% | -24.7% | +25.7% | +0.7% |
| 3M | -5.6% | -35.7% | +30.0% | -5.9% |
| 6M | -12.3% | -52.4% | +40.1% | -11.8% |
| YTD | -19.5% | -25.0% | +5.5% | -20.6% |
| 1Y | -18.9% | -25.7% | +6.8% | -20.0% |
| All | -18.9% | -25.7% | +6.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling