+19.2%
EXPE vs FRMI
-89.6%
+108.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +26.7% | -27.9% | -0.3% |
| 7D | -0.5% | +66.2% | -66.7% | +1.3% |
| 30D | -6.1% | -17.4% | +11.3% | -6.9% |
| 3M | -21.3% | -60.5% | +39.1% | -24.1% |
| 6M | +19.0% | -56.5% | +75.5% | +15.9% |
| YTD | -8.4% | -67.4% | +59.0% | -10.9% |
| 1Y | -2.8% | -85.1% | +82.3% | -6.4% |
| All | +19.2% | -89.6% | +108.9% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling