+565.2%
FLEX vs EXPD
+304.0%
+261.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.8% | +5.9% |
| 7D | -19.3% | -7.2% | -12.2% | -15.4% |
| 30D | -41.5% | -3.3% | -38.3% | -40.1% |
| 3M | -43.1% | +3.4% | -46.5% | -44.0% |
| 6M | -48.2% | +22.7% | -70.9% | -53.9% |
| YTD | +15.5% | +24.5% | -9.0% | +0.1% |
| 1Y | +10.2% | +38.6% | -28.4% | -10.6% |
| 3Y | +256.8% | +71.5% | +185.3% | +144.2% |
| 5Y | +408.2% | +56.2% | +351.9% | +259.2% |
| All | +565.2% | +304.0% | +261.2% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling