+241.2%
FLEX vs EXPD
+72.7%
+168.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -11.9% |
| 7D | -28.3% | -4.8% | -23.5% | -26.6% |
| 30D | -45.0% | -1.5% | -43.5% | -44.4% |
| 3M | -45.2% | +4.1% | -49.4% | -45.7% |
| 6M | -30.8% | +24.0% | -54.8% | -35.4% |
| YTD | +10.4% | +27.4% | -17.0% | +1.3% |
| 1Y | +2.3% | +38.4% | -36.1% | -9.1% |
| All | +241.2% | +72.7% | +168.5% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling