+140.6%
EXE vs FN
+269.9%
-129.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | -1.8% |
| 7D | -6.6% | 0.0% | -6.5% | -6.8% |
| 30D | -4.0% | -34.3% | +30.3% | -1.0% |
| 3M | -7.5% | -39.9% | +32.4% | -4.3% |
| 6M | -11.7% | -51.8% | +40.2% | -7.3% |
| YTD | -22.0% | -28.1% | +6.2% | -22.9% |
| 1Y | -21.8% | -29.1% | +7.3% | -22.9% |
| 3Y | +8.0% | +102.4% | -94.4% | -11.9% |
| 5Y | +62.3% | +171.7% | -109.4% | +21.0% |
| All | +140.6% | +269.9% | -129.3% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling