+12.7%
FIX vs EXPE
+37.3%
-24.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.5% |
| 7D | +6.0% | -9.5% | +15.6% | +3.6% |
| 30D | -7.2% | -6.6% | -0.6% | -8.5% |
| 3M | -15.9% | +31.4% | -47.2% | -14.1% |
| 6M | +12.7% | +35.2% | -22.4% | +15.2% |
| All | +12.7% | +37.3% | -24.6% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling