+61.1%
EXE vs FN
+206.7%
-145.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +0.7% |
| 7D | -3.9% | +16.3% | -20.2% | -5.2% |
| 30D | -2.6% | -24.7% | +22.2% | -0.9% |
| 3M | -6.9% | -34.9% | +28.1% | -4.5% |
| 6M | -9.3% | -41.1% | +31.8% | -6.8% |
| YTD | -20.7% | -19.6% | -1.1% | -22.3% |
| 1Y | -21.8% | -18.5% | -3.3% | -23.8% |
| 3Y | +16.2% | +119.1% | -102.9% | -4.2% |
| 5Y | +61.1% | +206.9% | -145.8% | +19.9% |
| All | +61.1% | +206.7% | -145.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling