+47.3%
EXPE vs FE
+47.0%
+0.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -6.1% | +4.5% | -10.6% | -7.2% |
| 3M | -21.3% | +1.3% | -22.7% | -21.6% |
| 6M | +19.0% | +8.7% | +10.3% | +16.2% |
| YTD | -8.4% | +9.2% | -17.6% | -11.5% |
| 1Y | -2.8% | +7.0% | -9.8% | -5.5% |
| 3Y | +120.8% | +51.4% | +69.4% | +85.1% |
| All | +47.3% | +47.0% | +0.2% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling