+192.3%
FN vs EXPD
+63.6%
+128.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.7% | -4.4% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -24.7% | +1.8% | -26.6% | -25.3% |
| 3M | -35.7% | +8.9% | -44.6% | -38.2% |
| 6M | -52.4% | +42.2% | -94.6% | -60.1% |
| YTD | -25.0% | +33.4% | -58.3% | -36.1% |
| 1Y | -25.7% | +47.2% | -72.8% | -40.0% |
| 3Y | +110.2% | +81.3% | +28.9% | +47.7% |
| 5Y | +192.3% | +60.2% | +132.1% | +96.5% |
| All | +192.3% | +63.6% | +128.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling