+38.7%
EXPE vs FN
+17.1%
+21.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.6% |
| 7D | -9.5% | -1.7% | -7.9% | -9.6% |
| 30D | -6.6% | -22.0% | +15.4% | -7.3% |
| 3M | +31.4% | -43.0% | +74.4% | +31.0% |
| 6M | +35.2% | -27.7% | +62.9% | +33.7% |
| YTD | +5.8% | -10.5% | +16.3% | +2.6% |
| 1Y | +38.7% | +12.5% | +26.2% | +36.0% |
| All | +38.7% | +17.1% | +21.6% | +36.0% |
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