+5,892.0%
FIX vs EXPE
+179.6%
+5,712.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +6.0% | -9.5% | +15.6% | +8.8% |
| 30D | -7.2% | -6.6% | -0.6% | -6.0% |
| 3M | -15.9% | +31.4% | -47.2% | -23.3% |
| 6M | +12.7% | +35.2% | -22.4% | +0.6% |
| YTD | +72.8% | +5.8% | +67.0% | +63.7% |
| 1Y | +122.9% | +38.7% | +84.2% | +92.3% |
| 3Y | +774.3% | +175.8% | +598.5% | +486.7% |
| 5Y | +2,049.5% | +111.8% | +1,937.6% | +1,375.4% |
| All | +5,892.0% | +179.6% | +5,712.4% | +3,248.1% |
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