+175.8%
EXPE vs FE
+114.5%
+61.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -9.5% | +1.9% | -11.5% | -10.1% |
| 30D | -6.6% | -1.2% | -5.5% | -6.3% |
| 3M | +31.4% | +3.5% | +27.9% | +29.8% |
| 6M | +35.2% | -6.1% | +41.2% | +37.6% |
| YTD | +5.8% | +7.6% | -1.8% | +2.5% |
| 1Y | +38.7% | +11.9% | +26.8% | +32.4% |
| 3Y | +175.8% | +48.4% | +127.3% | +133.3% |
| 5Y | +111.8% | +44.8% | +67.0% | +79.4% |
| All | +175.8% | +114.5% | +61.3% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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