+37.8%
EXPE vs FRMI
-79.6%
+117.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -1.5% |
| 7D | -9.5% | +2.4% | -11.9% | -9.4% |
| 30D | -6.6% | -17.3% | +10.7% | -7.2% |
| 3M | +31.4% | -17.2% | +48.5% | +31.3% |
| 6M | +35.2% | -43.4% | +78.6% | +34.7% |
| YTD | +5.8% | -36.0% | +41.8% | +5.8% |
| All | +37.8% | -79.6% | +117.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling