+6.5%
FIX vs EXPE
+21.4%
-14.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.9% | +10.3% | +4.8% |
| 7D | -17.5% | -9.3% | -8.1% | -17.6% |
| 30D | -41.6% | +0.1% | -41.7% | -40.9% |
| 3M | -40.6% | -15.3% | -25.3% | -40.9% |
| 6M | -49.4% | +5.5% | -54.8% | -49.5% |
| YTD | +9.2% | -8.0% | +17.1% | +8.9% |
| 1Y | +6.5% | +18.9% | -12.4% | +4.1% |
| All | +6.5% | +21.4% | -14.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling