+62.8%
EXPD vs FLR
+242.2%
-179.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -1.1% | +5.4% | -6.6% | -1.8% |
| 30D | +4.1% | +11.4% | -7.3% | +2.5% |
| 3M | +17.9% | +11.4% | +6.5% | +15.8% |
| 6M | +29.2% | +16.6% | +12.6% | +25.5% |
| YTD | +27.4% | +41.7% | -14.4% | +20.4% |
| 1Y | +56.8% | +35.4% | +21.4% | +48.5% |
| 3Y | +68.0% | +57.3% | +10.7% | +49.4% |
| All | +62.8% | +242.2% | -179.5% | +29.1% |
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 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