+120.2%
EXPE vs FE
+120.7%
-0.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -7.5% | +4.3% | -11.8% | -8.7% |
| 3M | -19.1% | +0.4% | -19.5% | -19.1% |
| 6M | +10.7% | +6.9% | +3.8% | +8.2% |
| YTD | -9.9% | +8.0% | -17.9% | -12.8% |
| 1Y | -4.6% | +4.8% | -9.4% | -6.8% |
| 3Y | +116.8% | +49.0% | +67.8% | +83.2% |
| 5Y | +38.6% | +46.2% | -7.6% | +17.1% |
| All | +120.2% | +120.7% | -0.5% | +94.5% |
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