+73.5%
EXPE vs FGI
-70.4%
+143.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.2% | -1.8% |
| 7D | -9.5% | +0.5% | -10.1% | -9.5% |
| 30D | -6.6% | +65.4% | -72.0% | -8.1% |
| 3M | +31.4% | +23.5% | +7.9% | +29.8% |
| 6M | +35.2% | +60.5% | -25.3% | +32.5% |
| YTD | +5.8% | +30.0% | -24.2% | +4.0% |
| 1Y | +38.7% | +82.1% | -43.4% | +35.6% |
| 3Y | +175.8% | -4.4% | +180.2% | +176.0% |
| All | +73.5% | -70.4% | +143.8% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling