+26.1%
EXPE vs FLR
+33.3%
-7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -11.5% | -3.1% | -8.4% | -11.3% |
| 30D | -13.1% | +4.9% | -18.0% | -13.5% |
| 3M | +18.1% | +10.8% | +7.3% | +15.7% |
| 6M | +13.3% | +19.7% | -6.4% | +9.3% |
| YTD | -3.2% | +38.4% | -41.6% | -10.1% |
| 1Y | +26.1% | +34.7% | -8.5% | +17.7% |
| All | +26.1% | +33.3% | -7.2% | +17.7% |
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