+153.4%
EXE vs FLR
+167.1%
-13.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +5.3% | +5.4% | 0.0% | +4.2% |
| 30D | -2.2% | +2.8% | -5.0% | -2.9% |
| 3M | -5.9% | -6.4% | +0.5% | -5.0% |
| 6M | -5.7% | +8.8% | -14.5% | -9.0% |
| YTD | -17.8% | +23.6% | -41.4% | -24.1% |
| 1Y | -23.1% | +13.8% | -36.9% | -27.7% |
| 3Y | +21.2% | +36.5% | -15.3% | +1.9% |
| 5Y | +78.8% | +119.3% | -40.5% | +30.1% |
| All | +153.4% | +167.1% | -13.6% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling