+73.3%
EXPE vs FLNC
-70.4%
+143.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.2% |
| 7D | -5.8% | -4.1% | -1.7% | -5.5% |
| 30D | -13.6% | -24.8% | +11.2% | -11.2% |
| 3M | +25.2% | -59.1% | +84.3% | +36.3% |
| 6M | +22.3% | -42.0% | +64.3% | +22.8% |
| YTD | -0.3% | -49.8% | +49.5% | -0.2% |
| 1Y | +27.8% | +43.1% | -15.3% | +4.8% |
| 3Y | +162.4% | -61.0% | +223.4% | +130.6% |
| All | +73.3% | -70.4% | +143.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling