+855.0%
EXPE vs FLR
+126.5%
+728.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | -9.5% | +5.4% | -15.0% | -11.1% |
| 30D | -6.6% | +11.4% | -18.0% | -10.6% |
| 3M | +31.4% | +11.4% | +20.0% | +24.4% |
| 6M | +35.2% | +16.6% | +18.6% | +24.9% |
| YTD | +5.8% | +41.7% | -35.9% | -8.6% |
| 1Y | +38.7% | +35.4% | +3.2% | +20.8% |
| 3Y | +175.8% | +57.3% | +118.5% | +116.2% |
| 5Y | +111.8% | +241.0% | -129.1% | +24.6% |
| 10Y | +179.7% | +16.6% | +163.1% | +85.3% |
| All | +855.0% | +126.5% | +728.5% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling