+38.6%
EXPD vs FLR
-1.9%
+40.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.5% |
| 7D | -7.2% | -0.8% | -6.4% | -7.1% |
| 30D | -3.3% | -9.1% | +5.8% | -2.8% |
| 3M | +3.4% | -4.7% | +8.0% | +3.5% |
| 6M | +22.7% | -14.2% | +36.9% | +24.1% |
| YTD | +24.5% | +17.3% | +7.2% | +18.2% |
| 1Y | +38.6% | +4.3% | +34.4% | +34.4% |
| All | +38.6% | -1.9% | +40.6% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling