+732.4%
EXPE vs FLR
+104.1%
+628.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -17.8% | +6.3% | -24.1% | -19.3% |
| 30D | -3.2% | +1.8% | -5.1% | -4.3% |
| 3M | -19.0% | -4.4% | -14.6% | -18.8% |
| 6M | +17.7% | +15.9% | +1.9% | +9.1% |
| YTD | -7.8% | +27.7% | -35.5% | -18.3% |
| 1Y | -1.4% | +11.6% | -13.0% | -8.9% |
| 3Y | +121.9% | +39.9% | +82.1% | +79.2% |
| 5Y | +44.3% | +127.5% | -83.2% | -3.9% |
| 10Y | +125.4% | +11.6% | +113.8% | +50.9% |
| All | +732.4% | +104.1% | +628.3% | +333.7% |
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 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