+16.3%
FIX vs EXPE
-1.9%
+18.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.7% |
| 7D | +17.0% | -4.2% | +21.2% | +16.3% |
| 30D | -30.6% | -4.5% | -26.1% | -30.1% |
| 3M | -35.0% | -19.7% | -15.3% | -35.7% |
| 6M | -44.0% | +18.3% | -62.2% | -44.1% |
| YTD | +21.1% | -7.3% | +28.5% | +20.8% |
| 1Y | +16.3% | -3.9% | +20.2% | +14.8% |
| All | +16.3% | -1.9% | +18.2% | +14.8% |
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