+1,049.0%
FIX vs EXPE
+38.0%
+1,011.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -13.9% | -11.2% | -2.7% | -12.4% |
| 30D | -35.5% | -7.5% | -28.1% | -35.2% |
| 3M | -33.9% | -19.1% | -14.9% | -32.2% |
| 6M | -43.3% | +10.7% | -54.0% | -46.2% |
| YTD | +18.7% | -9.9% | +28.6% | +16.2% |
| 1Y | +13.8% | -4.6% | +18.4% | +9.6% |
| 3Y | +495.0% | +116.8% | +378.2% | +346.3% |
| 5Y | +1,049.0% | +38.6% | +1,010.5% | +822.9% |
| All | +1,049.0% | +38.0% | +1,011.0% | +822.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling