+39.5%
EXPE vs FE
+42.2%
-2.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.4% |
| 7D | -9.3% | -1.0% | -8.3% | -9.0% |
| 30D | +0.1% | +4.1% | -4.0% | -0.9% |
| 3M | -15.3% | -1.0% | -14.3% | -15.0% |
| 6M | +5.5% | +4.0% | +1.5% | +4.4% |
| YTD | -8.0% | +6.8% | -14.8% | -10.4% |
| 1Y | +18.9% | +5.3% | +13.6% | +16.1% |
| 3Y | +135.5% | +44.6% | +91.0% | +101.6% |
| All | +39.5% | +42.2% | -2.7% | +8.1% |
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 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