+420.4%
FIX vs EXPE
+142.8%
+277.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -13.7% | +2.2% | -10.1% |
| 7D | -27.2% | -3.6% | -23.6% | -27.0% |
| 30D | -46.9% | +4.8% | -51.7% | -47.4% |
| 3M | -44.4% | -14.6% | -29.8% | -43.6% |
| 6M | -50.9% | +10.0% | -60.9% | -52.9% |
| YTD | +3.5% | -3.3% | +6.8% | +1.2% |
| 1Y | -2.1% | +28.4% | -30.5% | -12.4% |
| All | +420.4% | +142.8% | +277.6% | +274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling