-80.9%
FIG vs EXPE
+52.6%
-133.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | -14.5% | -11.5% | -2.9% | -11.0% |
| 30D | -13.3% | -13.1% | -0.2% | -9.9% |
| 3M | +7.4% | +18.1% | -10.7% | +3.6% |
| 6M | -27.8% | +13.3% | -41.1% | -29.9% |
| YTD | -41.1% | -3.2% | -37.9% | -42.1% |
| 1Y | -58.7% | +26.1% | -84.9% | -59.0% |
| All | -80.9% | +52.6% | -133.5% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling