+112.8%
EXPE vs FND
+54.9%
+57.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -8.7% | -5.1% | -3.6% | -7.0% |
| 30D | -13.6% | -22.5% | +8.9% | -6.0% |
| 3M | +26.6% | -5.0% | +31.7% | +28.3% |
| 6M | +19.9% | -21.5% | +41.5% | +28.3% |
| YTD | -1.7% | -23.0% | +21.3% | +5.1% |
| 1Y | +29.4% | -44.9% | +74.3% | +53.9% |
| 3Y | +155.7% | -50.0% | +205.7% | +197.5% |
| 5Y | +93.1% | -63.3% | +156.4% | +134.5% |
| All | +112.8% | +54.9% | +57.9% | +69.5% |
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