+77.0%
EXPD vs FLR
+40.2%
+36.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -1.6% | +6.3% | -7.9% | -2.2% |
| 30D | +0.6% | +1.8% | -1.2% | +0.3% |
| 3M | +9.8% | -4.4% | +14.2% | +10.1% |
| 6M | +25.8% | +15.9% | +9.9% | +23.1% |
| YTD | +31.3% | +27.7% | +3.5% | +26.1% |
| 1Y | +40.9% | +11.6% | +29.3% | +37.4% |
| All | +77.0% | +40.2% | +36.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling