+129.1%
EXPE vs FND
+66.0%
+63.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | -9.5% | -5.2% | -4.3% | -7.9% |
| 30D | -6.6% | -19.9% | +13.2% | +0.3% |
| 3M | +31.4% | +2.7% | +28.7% | +29.5% |
| 6M | +35.2% | -21.7% | +56.9% | +44.4% |
| YTD | +5.8% | -17.5% | +23.3% | +10.4% |
| 1Y | +38.7% | -39.3% | +78.0% | +59.4% |
| 3Y | +175.8% | -49.8% | +225.5% | +220.3% |
| 5Y | +111.8% | -60.1% | +171.9% | +150.0% |
| All | +129.1% | +66.0% | +63.0% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling