+160.3%
FN vs EXPD
+68.7%
+91.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | -1.7% | -1.1% | -0.5% | -1.2% |
| 30D | -22.0% | +4.1% | -26.1% | -23.1% |
| 3M | -43.0% | +17.9% | -60.9% | -46.4% |
| 6M | -27.7% | +29.2% | -57.0% | -35.1% |
| YTD | -10.5% | +27.4% | -37.9% | -20.3% |
| 1Y | +12.5% | +56.8% | -44.3% | -10.6% |
| All | +160.3% | +68.7% | +91.6% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling