+178.5%
EXE vs FLR
+206.2%
-27.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.7% |
| 7D | -0.3% | +5.4% | -5.7% | -1.3% |
| 30D | +8.5% | +11.4% | -2.9% | +5.5% |
| 3M | +5.5% | +11.4% | -5.9% | +2.0% |
| 6M | -5.9% | +16.6% | -22.5% | -10.7% |
| YTD | -9.7% | +41.7% | -51.4% | -18.6% |
| 1Y | +3.6% | +35.4% | -31.8% | -6.3% |
| 3Y | +18.0% | +57.3% | -39.3% | -3.6% |
| 5Y | +109.4% | +241.0% | -131.6% | +39.0% |
| All | +178.5% | +206.2% | -27.7% | +82.6% |
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