+79.1%
EXPE vs FRSH
-72.5%
+151.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -5.8% | -6.6% | +0.8% | -3.7% |
| 30D | -13.6% | +2.1% | -15.7% | -14.3% |
| 3M | +25.2% | +29.0% | -3.8% | +15.4% |
| 6M | +22.3% | +48.6% | -26.3% | +7.3% |
| YTD | -0.3% | -2.9% | +2.6% | -1.4% |
| 1Y | +27.8% | -7.9% | +35.7% | +28.1% |
| 3Y | +162.4% | -46.5% | +209.0% | +193.3% |
| All | +79.1% | -72.5% | +151.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling