+88.3%
EXPE vs FLR
+245.1%
-156.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | -11.5% | -3.1% | -8.4% | -10.8% |
| 30D | -13.1% | +4.9% | -18.0% | -14.5% |
| 3M | +18.1% | +10.8% | +7.3% | +12.7% |
| 6M | +13.3% | +19.7% | -6.4% | +4.6% |
| YTD | -3.2% | +38.4% | -41.6% | -15.3% |
| 1Y | +26.1% | +34.7% | -8.5% | +10.6% |
| 3Y | +151.7% | +56.7% | +95.1% | +89.9% |
| 5Y | +88.3% | +241.6% | -153.3% | +5.6% |
| All | +88.3% | +245.1% | -156.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling