+1,135.2%
EXPE vs FN
+3,020.0%
-1,884.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -6.0% | +16.5% | +11.5% |
| 7D | +14.6% | -7.0% | +21.6% | +15.3% |
| 30D | +21.4% | -24.7% | +46.1% | +25.8% |
| 3M | +1.4% | -35.7% | +37.0% | +6.7% |
| 6M | +28.6% | -52.4% | +81.0% | +39.7% |
| YTD | +12.1% | -25.0% | +37.1% | +9.3% |
| 1Y | +50.0% | -25.7% | +75.7% | +45.6% |
| 3Y | +184.1% | +110.2% | +73.9% | +110.7% |
| 5Y | +103.3% | +192.3% | -89.1% | +38.2% |
| 10Y | +165.3% | +812.3% | -647.0% | +46.2% |
| All | +1,135.2% | +3,020.0% | -1,884.8% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling