+626.9%
FLEX vs EXPD
+329.8%
+297.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.5% |
| 7D | -13.6% | -7.4% | -6.2% | -9.2% |
| 30D | -36.5% | -2.1% | -34.4% | -35.3% |
| 3M | -36.4% | +5.7% | -42.1% | -38.1% |
| 6M | -46.5% | +21.4% | -67.8% | -52.0% |
| YTD | +25.9% | +27.6% | -1.7% | +7.7% |
| 1Y | +19.6% | +36.1% | -16.6% | -1.7% |
| 3Y | +287.0% | +69.9% | +217.1% | +167.2% |
| 5Y | +466.6% | +59.7% | +406.9% | +295.6% |
| 10Y | +626.9% | +323.0% | +303.9% | +183.6% |
| All | +626.9% | +329.8% | +297.1% | +183.6% |
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