-50.9%
FIX vs EXPE
+10.2%
-61.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -13.7% | +2.2% | -15.6% |
| 7D | -27.2% | -3.6% | -23.6% | -26.0% |
| 30D | -46.9% | +4.8% | -51.7% | -44.2% |
| 3M | -44.4% | -14.6% | -29.8% | -45.2% |
| 6M | -50.9% | +10.0% | -60.9% | -51.0% |
| All | -50.9% | +10.2% | -61.1% | -51.0% |
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