+174.2%
EXPE vs FE
+49.5%
+124.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -9.5% | +1.9% | -11.5% | -9.6% |
| 30D | -6.6% | -1.2% | -5.5% | -6.6% |
| 3M | +31.4% | +3.5% | +27.9% | +31.2% |
| 6M | +35.2% | -6.1% | +41.2% | +35.3% |
| YTD | +5.8% | +7.6% | -1.8% | +4.5% |
| 1Y | +38.7% | +11.9% | +26.8% | +36.5% |
| All | +174.2% | +49.5% | +124.7% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling