-83.2%
FIG vs EXPE
+45.0%
-128.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -12.6% | -13.3% | +0.7% | -7.0% |
| 30D | -13.8% | -5.5% | -8.3% | -10.9% |
| 3M | -16.7% | -16.5% | -0.2% | -11.1% |
| 6M | -6.1% | +13.1% | -19.2% | -6.8% |
| YTD | -48.1% | -8.0% | -40.1% | -47.5% |
| 1Y | -56.2% | +1.1% | -57.3% | -55.7% |
| All | -83.2% | +45.0% | -128.3% | -82.2% |
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