+26.0%
EXPE vs FRMI
-78.0%
+104.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.8% |
| 7D | -11.5% | +15.9% | -27.4% | -10.9% |
| 30D | -13.1% | -6.0% | -7.1% | -13.0% |
| 3M | +18.1% | -1.6% | +19.7% | +18.8% |
| 6M | +13.3% | -30.7% | +44.0% | +13.6% |
| YTD | -3.2% | -30.9% | +27.6% | -2.8% |
| All | +26.0% | -78.0% | +104.0% | +23.3% |
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