+101.4%
EXE vs FLR
+245.1%
-143.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | -0.4% | +4.9% | -5.3% | -1.4% |
| 3M | +9.5% | +10.8% | -1.3% | +6.0% |
| 6M | -9.3% | +19.7% | -29.0% | -14.6% |
| YTD | -10.9% | +38.4% | -49.3% | -19.5% |
| 1Y | +4.3% | +34.7% | -30.4% | -5.9% |
| 3Y | +18.8% | +56.7% | -37.8% | -5.1% |
| 5Y | +101.4% | +241.6% | -140.2% | +23.7% |
| All | +101.4% | +245.1% | -143.6% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling