+655.5%
FN vs EXPD
+313.3%
+342.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.5% | -9.8% | -11.9% |
| 7D | -16.0% | -4.8% | -11.2% | -13.4% |
| 30D | -40.1% | -1.5% | -38.6% | -39.4% |
| 3M | -43.9% | +4.1% | -48.0% | -44.8% |
| 6M | -55.6% | +24.0% | -79.6% | -60.2% |
| YTD | -35.7% | +27.4% | -63.1% | -44.4% |
| 1Y | -39.8% | +38.4% | -78.2% | -50.3% |
| 3Y | +80.3% | +73.2% | +7.1% | +29.0% |
| 5Y | +143.3% | +59.9% | +83.4% | +77.6% |
| All | +655.5% | +313.3% | +342.1% | +274.6% |
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