+127.7%
EXPE vs FLR
+7.4%
+120.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.5% | +5.4% | -5.9% | -1.8% |
| 30D | -6.1% | +2.8% | -8.9% | -7.1% |
| 3M | -21.3% | -6.4% | -14.9% | -20.7% |
| 6M | +19.0% | +8.8% | +10.2% | +13.8% |
| YTD | -8.4% | +23.6% | -32.0% | -16.1% |
| 1Y | -2.8% | +13.8% | -16.6% | -9.1% |
| 3Y | +120.8% | +36.5% | +84.3% | +87.6% |
| 5Y | +46.2% | +119.3% | -73.2% | +7.9% |
| All | +127.7% | +7.4% | +120.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling