+61.7%
EXPD vs FLR
+121.2%
-59.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.8% |
| 7D | +3.6% | +10.1% | -6.5% | +2.4% |
| 30D | +0.3% | -0.5% | +0.7% | +0.2% |
| 3M | +6.1% | -4.8% | +10.9% | +6.5% |
| 6M | +27.4% | +10.7% | +16.6% | +24.7% |
| YTD | +32.0% | +25.0% | +7.0% | +26.1% |
| 1Y | +40.5% | +8.3% | +32.3% | +36.9% |
| 3Y | +75.7% | +36.8% | +38.9% | +57.3% |
| 5Y | +61.7% | +121.8% | -60.0% | +30.9% |
| All | +61.7% | +121.2% | -59.4% | +30.9% |
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