+1,065.4%
EXPE vs FN
+3,620.5%
-2,555.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.2% |
| 7D | -9.5% | -1.7% | -7.9% | -9.3% |
| 30D | -6.6% | -22.0% | +15.4% | -3.4% |
| 3M | +31.4% | -43.0% | +74.4% | +41.6% |
| 6M | +35.2% | -27.7% | +62.9% | +36.7% |
| YTD | +5.8% | -10.5% | +16.3% | +1.7% |
| 1Y | +38.7% | +12.5% | +26.2% | +26.1% |
| 3Y | +175.8% | +153.8% | +22.0% | +101.2% |
| 5Y | +111.8% | +288.0% | -176.2% | +38.9% |
| 10Y | +179.7% | +906.4% | -726.7% | +53.1% |
| All | +1,065.4% | +3,620.5% | -2,555.1% | +381.5% |
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