+51.6%
EXPE vs FN
+148.3%
-96.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -14.2% | +0.5% | -11.7% |
| 7D | -3.6% | -16.0% | +12.4% | -1.5% |
| 30D | +4.8% | -40.1% | +44.9% | +12.1% |
| 3M | -14.6% | -43.9% | +29.3% | -8.7% |
| 6M | +10.0% | -55.6% | +65.6% | +20.2% |
| YTD | -3.3% | -35.7% | +32.4% | -5.4% |
| 1Y | +28.4% | -39.8% | +68.2% | +26.7% |
| 3Y | +145.1% | +80.3% | +64.8% | +57.3% |
| 5Y | +51.6% | +143.3% | -91.6% | -25.3% |
| All | +51.6% | +148.3% | -96.6% | -25.3% |
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