+50.0%
EXPE vs FLR
+2.5%
+47.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +10.6% |
| 7D | +14.6% | +1.4% | +13.3% | +14.6% |
| 30D | +21.4% | -5.9% | +27.3% | +22.0% |
| 3M | +1.4% | -7.6% | +9.0% | +1.5% |
| 6M | +28.6% | -9.3% | +37.9% | +28.4% |
| YTD | +12.1% | +20.1% | -8.0% | +3.7% |
| 1Y | +50.0% | +3.0% | +47.0% | +49.3% |
| All | +50.0% | +2.5% | +47.5% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling