+115.5%
EXPE vs FE
+107.4%
+8.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.7% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | +0.1% | +5.2% | -5.0% | -1.5% |
| 3M | -15.3% | 0.0% | -15.3% | -15.2% |
| 6M | +5.5% | +5.0% | +0.4% | +3.7% |
| YTD | -8.0% | +7.9% | -15.9% | -10.9% |
| 1Y | +18.9% | +6.3% | +12.5% | +15.6% |
| 3Y | +135.5% | +46.0% | +89.5% | +100.6% |
| 5Y | +44.3% | +45.6% | -1.4% | +22.0% |
| All | +115.5% | +107.4% | +8.2% | +94.2% |
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