-3.5%
F vs EXPE
-2.5%
-0.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -0.2% | -11.2% | +11.0% | +1.2% |
| 30D | +0.9% | -7.5% | +8.4% | +1.8% |
| 3M | -11.3% | -19.1% | +7.7% | -9.2% |
| 6M | +2.0% | +10.7% | -8.7% | +0.5% |
| YTD | -3.2% | -9.9% | +6.8% | -0.8% |
| 1Y | -3.5% | -4.6% | +1.2% | -3.3% |
| All | -3.5% | -2.5% | -0.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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