-23.5%
EXE vs FN
-20.4%
-3.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +1.6% |
| 7D | -3.9% | +16.3% | -20.2% | -3.8% |
| 30D | -2.6% | -24.7% | +22.2% | -2.9% |
| 3M | -6.9% | -34.9% | +28.1% | -7.0% |
| 6M | -9.3% | -41.1% | +31.8% | -9.2% |
| YTD | -20.7% | -19.6% | -1.1% | -21.9% |
| All | -23.5% | -20.4% | -3.0% | -24.4% |
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