+25.5%
FLEX vs EXPD
+40.4%
-14.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.5% |
| 7D | +2.2% | -1.6% | +3.8% | +3.1% |
| 30D | -32.6% | +0.6% | -33.3% | -32.3% |
| 3M | -35.5% | +9.8% | -45.3% | -36.8% |
| 6M | -45.6% | +25.8% | -71.3% | -48.5% |
| YTD | +30.7% | +31.3% | -0.6% | +17.7% |
| All | +25.5% | +40.4% | -14.9% | +11.5% |
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