+732.4%
EXPE vs FE
+138.4%
+594.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -17.8% | -0.4% | -17.4% | -17.6% |
| 30D | -3.2% | +3.6% | -6.8% | -4.5% |
| 3M | -19.0% | +0.3% | -19.3% | -19.0% |
| 6M | +17.7% | +6.4% | +11.3% | +14.7% |
| YTD | -7.8% | +8.1% | -15.9% | -11.2% |
| 1Y | -1.4% | +4.6% | -6.0% | -3.9% |
| 3Y | +121.9% | +49.1% | +72.8% | +82.6% |
| 5Y | +44.3% | +46.1% | -1.8% | +18.7% |
| 10Y | +125.4% | +122.7% | +2.7% | +47.1% |
| All | +732.4% | +138.4% | +594.1% | +426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling