+14.5%
FIX vs EXPE
-0.5%
+15.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | -13.3% | +6.1% | -8.0% |
| 30D | -35.1% | -5.5% | -29.6% | -34.7% |
| 3M | -34.3% | -16.5% | -17.8% | -34.7% |
| 6M | -42.9% | +13.1% | -56.0% | -43.2% |
| YTD | +19.5% | -8.0% | +27.4% | +19.2% |
| All | +14.5% | -0.5% | +15.0% | +12.1% |
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