+47.3%
EXPE vs FN
+169.4%
-122.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -0.2% |
| 7D | -0.5% | +0.3% | -0.7% | -0.7% |
| 30D | -6.1% | -16.5% | +10.4% | -4.4% |
| 3M | -21.3% | -42.1% | +20.8% | -16.1% |
| 6M | +19.0% | -52.9% | +71.9% | +29.5% |
| YTD | -8.4% | -28.0% | +19.5% | -12.1% |
| 1Y | -2.8% | -18.5% | +15.7% | -9.9% |
| 3Y | +120.8% | +93.9% | +26.9% | +41.0% |
| All | +47.3% | +169.4% | -122.2% | -29.9% |
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