+3,800.0%
FIX vs EXPE
+119.8%
+3,680.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | -13.3% | +6.1% | -4.5% |
| 30D | -35.1% | -5.5% | -29.6% | -35.0% |
| 3M | -34.3% | -16.5% | -17.8% | -32.5% |
| 6M | -42.9% | +13.1% | -56.0% | -46.9% |
| YTD | +19.5% | -8.0% | +27.4% | +15.4% |
| 1Y | +16.8% | +1.1% | +15.7% | +9.4% |
| 3Y | +506.7% | +131.2% | +375.5% | +321.3% |
| 5Y | +1,046.7% | +39.8% | +1,006.9% | +784.7% |
| 10Y | +3,800.0% | +118.5% | +3,681.5% | +1,892.7% |
| All | +3,800.0% | +119.8% | +3,680.1% | +1,892.7% |
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