+69.5%
EXPE vs FLNC
-67.0%
+136.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.7% | -14.5% | -8.6% |
| 7D | -9.8% | +6.0% | -15.7% | -10.4% |
| 30D | -11.5% | -16.3% | +4.8% | -10.0% |
| 3M | +21.7% | -54.1% | +75.8% | +30.9% |
| 6M | +10.4% | -25.3% | +35.7% | +7.4% |
| YTD | -2.5% | -44.2% | +41.7% | -3.5% |
| 1Y | +27.3% | +53.1% | -25.8% | +3.9% |
| 3Y | +153.5% | -58.3% | +211.8% | +122.1% |
| All | +69.5% | -67.0% | +136.5% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling