+175.5%
EXE vs FLR
+192.0%
-16.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -2.2% | -6.9% | +4.7% | -0.8% |
| 30D | -0.8% | +1.1% | -1.9% | -1.1% |
| 3M | +10.0% | +14.3% | -4.3% | +5.9% |
| 6M | -6.3% | +19.1% | -25.4% | -11.7% |
| YTD | -10.7% | +35.1% | -45.8% | -18.7% |
| 1Y | +2.7% | +29.5% | -26.8% | -6.3% |
| 3Y | +19.1% | +53.0% | -33.9% | -2.3% |
| 5Y | +105.4% | +238.9% | -133.5% | +36.5% |
| All | +175.5% | +192.0% | -16.5% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling