+16,593.7%
FIX vs EXPE
+769.8%
+15,823.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -13.7% | +2.2% | -7.8% |
| 7D | -27.2% | -3.6% | -23.6% | -27.1% |
| 30D | -46.9% | +4.8% | -51.7% | -48.3% |
| 3M | -44.4% | -14.6% | -29.8% | -43.1% |
| 6M | -50.9% | +10.0% | -60.9% | -53.9% |
| YTD | +3.5% | -3.3% | +6.8% | -1.3% |
| 1Y | -2.1% | +28.4% | -30.5% | -14.9% |
| 3Y | +418.7% | +145.1% | +273.6% | +260.1% |
| 5Y | +894.6% | +51.6% | +842.9% | +654.5% |
| 10Y | +3,465.5% | +128.8% | +3,336.7% | +2,055.1% |
| All | +16,593.7% | +769.8% | +15,823.8% | +4,658.8% |
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