+3,553.2%
FIX vs EXPE
+123.5%
+3,429.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +9.4% | -0.5% | +9.9% | +9.6% |
| 30D | -27.8% | -6.1% | -21.7% | -27.5% |
| 3M | -35.6% | -21.3% | -14.2% | -32.7% |
| 6M | -45.2% | +19.0% | -64.2% | -49.7% |
| YTD | +19.5% | -8.4% | +27.9% | +15.6% |
| 1Y | +24.2% | -2.8% | +27.0% | +17.8% |
| 3Y | +494.2% | +120.8% | +373.4% | +318.3% |
| 5Y | +1,036.1% | +46.2% | +989.9% | +762.4% |
| All | +3,553.2% | +123.5% | +3,429.7% | +1,728.3% |
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