+3,604.4%
FIX vs EXPE
+126.2%
+3,478.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +17.0% | -4.2% | +21.2% | +18.2% |
| 30D | -30.6% | -4.5% | -26.1% | -30.6% |
| 3M | -35.0% | -19.7% | -15.3% | -32.5% |
| 6M | -44.0% | +18.3% | -62.2% | -48.4% |
| YTD | +21.1% | -7.3% | +28.5% | +16.9% |
| 1Y | +16.3% | -3.9% | +20.2% | +10.7% |
| 3Y | +507.4% | +123.0% | +384.4% | +326.5% |
| 5Y | +1,052.1% | +47.9% | +1,004.1% | +771.8% |
| All | +3,604.4% | +126.2% | +3,478.2% | +1,748.3% |
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 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