+158.0%
EXPE vs FLR
+17.1%
+140.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | -11.5% | -3.1% | -8.4% | -10.9% |
| 30D | -13.1% | +4.9% | -18.0% | -14.4% |
| 3M | +18.1% | +10.8% | +7.3% | +13.5% |
| 6M | +13.3% | +19.7% | -6.4% | +6.0% |
| YTD | -3.2% | +38.4% | -41.6% | -13.2% |
| 1Y | +26.1% | +34.7% | -8.5% | +13.4% |
| 3Y | +151.7% | +56.7% | +95.1% | +108.4% |
| 5Y | +88.3% | +241.6% | -153.3% | +26.2% |
| 10Y | +158.0% | +20.2% | +137.8% | +68.2% |
| All | +158.0% | +17.1% | +140.9% | +68.2% |
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