+98.3%
EXPE vs FND
+57.9%
+40.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | -0.5% | -6.8% | +6.3% | +1.8% |
| 30D | -6.1% | +8.0% | -14.1% | -8.3% |
| 3M | -21.3% | -18.9% | -2.4% | -15.6% |
| 6M | +19.0% | +4.7% | +14.3% | +16.4% |
| YTD | -8.4% | -21.6% | +13.2% | -2.7% |
| 1Y | -2.8% | -22.0% | +19.2% | +3.5% |
| 3Y | +120.8% | -40.4% | +161.2% | +143.2% |
| 5Y | +46.2% | -63.8% | +110.0% | +79.6% |
| All | +98.3% | +57.9% | +40.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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