+26.0%
FLEX vs EXPD
+40.4%
-14.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +7.5% | +5.5% | +1.9% | +5.2% |
| 30D | -25.3% | -0.8% | -24.5% | -24.6% |
| 3M | -39.7% | +4.1% | -43.8% | -40.0% |
| 6M | -47.9% | +25.7% | -73.5% | -50.5% |
| YTD | +24.1% | +31.4% | -7.3% | +13.3% |
| 1Y | +26.0% | +42.2% | -16.2% | +14.3% |
| All | +26.0% | +40.4% | -14.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling