+153.5%
EXPE vs FLR
+60.4%
+93.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.7% | -8.1% |
| 7D | -9.8% | +0.7% | -10.4% | -9.9% |
| 30D | -11.5% | -0.7% | -10.8% | -11.7% |
| 3M | +21.7% | +14.3% | +7.4% | +16.4% |
| 6M | +10.4% | +25.6% | -15.2% | +2.2% |
| YTD | -2.5% | +42.9% | -45.4% | -13.5% |
| 1Y | +27.3% | +38.7% | -11.4% | +13.2% |
| 3Y | +153.5% | +61.8% | +91.7% | +77.0% |
| All | +153.5% | +60.4% | +93.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling