-2.8%
EXPE vs FLR
+8.4%
-11.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.5% | +5.4% | -5.9% | -0.7% |
| 30D | -6.1% | +2.8% | -8.9% | -6.0% |
| 3M | -21.3% | -6.4% | -14.9% | -21.0% |
| 6M | +19.0% | +8.8% | +10.2% | +15.5% |
| YTD | -8.4% | +23.6% | -32.0% | -13.3% |
| 1Y | -2.8% | +13.8% | -16.6% | -5.9% |
| All | -2.8% | +8.4% | -11.2% | -5.9% |
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