-22.6%
FPS vs EXPE
+34.8%
-57.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +10.5% | -27.9% | -13.5% |
| 7D | -23.3% | +14.6% | -38.0% | -18.9% |
| 30D | -42.4% | +21.4% | -63.8% | -38.4% |
| 3M | -43.0% | +1.4% | -44.4% | -40.4% |
| 6M | -44.5% | +28.6% | -73.1% | -40.9% |
| All | -22.6% | +34.8% | -57.4% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling