-22.1%
FPS vs EXPE
+10.6%
-32.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | 0.0% | +16.0% | +16.0% |
| 7D | -8.0% | -13.3% | +5.3% | -8.9% |
| 30D | -43.5% | -5.5% | -38.1% | -42.8% |
| 3M | -41.6% | -16.5% | -25.2% | -41.5% |
| 6M | -44.0% | +13.1% | -57.1% | -42.9% |
| All | -22.1% | +10.6% | -32.7% | -21.0% |
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