-55.8%
FIG vs EXPE
+40.7%
-96.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -16.3% | -9.5% | -6.8% | -13.3% |
| 30D | -14.3% | -6.6% | -7.7% | -12.5% |
| 3M | +7.2% | +31.4% | -24.2% | -1.1% |
| 6M | -18.6% | +35.2% | -53.8% | -25.7% |
| YTD | -35.5% | +5.8% | -41.3% | -38.3% |
| 1Y | -55.8% | +38.7% | -94.5% | -58.1% |
| All | -55.8% | +40.7% | -96.5% | -58.1% |
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