+27.4%
EXPE vs FND
-45.0%
+72.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -11.5% | -0.8% | -10.7% | -11.2% |
| 30D | -13.1% | -19.6% | +6.5% | -6.2% |
| 3M | +18.1% | -4.3% | +22.5% | +20.1% |
| 6M | +13.3% | -20.4% | +33.7% | +21.1% |
| YTD | -3.2% | -21.9% | +18.6% | +2.3% |
| All | +27.4% | -45.0% | +72.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling