+75.1%
EXPE vs FRSH
-72.0%
+147.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -2.9% | -6.4% |
| 7D | -9.8% | -10.1% | +0.3% | -6.7% |
| 30D | -11.5% | +2.2% | -13.7% | -12.3% |
| 3M | +21.7% | +28.6% | -6.9% | +12.3% |
| 6M | +10.4% | +40.2% | -29.8% | -1.5% |
| YTD | -2.5% | -1.2% | -1.3% | -4.1% |
| 1Y | +27.3% | -7.9% | +35.3% | +27.6% |
| 3Y | +153.5% | -44.7% | +198.3% | +180.6% |
| All | +75.1% | -72.0% | +147.1% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling