+115.5%
EXPE vs FN
+753.0%
-637.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.7% | -16.5% | -6.9% |
| 7D | -9.3% | 0.0% | -9.3% | -9.8% |
| 30D | +0.1% | -34.3% | +34.5% | +7.0% |
| 3M | -15.3% | -39.9% | +24.5% | -9.1% |
| 6M | +5.5% | -51.8% | +57.3% | +15.6% |
| YTD | -8.0% | -28.1% | +20.2% | -10.9% |
| 1Y | +18.9% | -29.1% | +47.9% | +14.6% |
| 3Y | +135.5% | +102.4% | +33.1% | +55.8% |
| 5Y | +44.3% | +171.7% | -127.4% | -16.2% |
| All | +115.5% | +753.0% | -637.5% | -3.6% |
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