+47.7%
EXPE vs FGI
-70.0%
+117.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -11.2% | -4.1% | -7.1% | -11.2% |
| 30D | -7.5% | -3.4% | -4.1% | -7.5% |
| 3M | -19.1% | +61.8% | -80.8% | -20.3% |
| 6M | +10.7% | +17.0% | -6.3% | +9.3% |
| YTD | -9.9% | +31.4% | -41.3% | -11.5% |
| 1Y | -4.6% | +42.7% | -47.3% | -6.5% |
| 3Y | +116.8% | -0.1% | +116.9% | +116.4% |
| All | +47.7% | -70.0% | +117.7% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling