+743.6%
FN vs EXPD
+304.0%
+439.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +13.9% | +12.8% |
| 7D | 0.0% | -7.2% | +7.1% | +4.2% |
| 30D | -34.3% | -3.3% | -31.0% | -33.0% |
| 3M | -39.9% | +3.4% | -43.2% | -40.7% |
| 6M | -51.8% | +22.7% | -74.5% | -56.6% |
| YTD | -28.1% | +24.5% | -52.7% | -37.3% |
| 1Y | -29.1% | +38.6% | -67.7% | -41.6% |
| 3Y | +102.4% | +71.5% | +30.9% | +45.3% |
| 5Y | +171.7% | +56.2% | +115.4% | +100.4% |
| All | +743.6% | +304.0% | +439.5% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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