-32.8%
FPS vs EXPE
+10.6%
-43.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.9% | +11.8% | +5.9% |
| 7D | -24.5% | -9.3% | -15.2% | -24.4% |
| 30D | -52.1% | +0.1% | -52.2% | -50.9% |
| 3M | -48.4% | -15.3% | -33.0% | -48.2% |
| 6M | -54.4% | +5.5% | -59.8% | -53.5% |
| All | -32.8% | +10.6% | -43.5% | -31.9% |
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