+27,759.2%
FIX vs EXPE
+851.4%
+26,907.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +6.0% | -9.5% | +15.6% | +8.9% |
| 30D | -7.2% | -6.6% | -0.6% | -5.9% |
| 3M | -15.9% | +31.4% | -47.2% | -23.5% |
| 6M | +12.7% | +35.2% | -22.4% | +0.5% |
| YTD | +72.8% | +5.8% | +67.0% | +63.3% |
| 1Y | +122.9% | +38.7% | +84.2% | +92.4% |
| 3Y | +774.3% | +175.8% | +598.5% | +492.2% |
| 5Y | +2,049.5% | +111.8% | +1,937.6% | +1,393.4% |
| 10Y | +5,821.5% | +179.7% | +5,641.7% | +3,327.2% |
| All | +27,759.2% | +851.4% | +26,907.8% | +7,773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling