+51.9%
EXPE vs FGI
-66.3%
+118.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | +0.4% |
| 7D | -4.2% | +13.5% | -17.7% | -4.4% |
| 30D | -4.5% | +17.1% | -21.6% | -4.8% |
| 3M | -19.7% | +78.0% | -97.7% | -21.1% |
| 6M | +18.3% | +46.4% | -28.1% | +16.4% |
| YTD | -7.3% | +47.7% | -55.0% | -9.1% |
| 1Y | -3.9% | +56.8% | -60.7% | -5.9% |
| 3Y | +123.0% | +12.3% | +110.7% | +122.3% |
| All | +51.9% | -66.3% | +118.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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