+442.4%
FLEX vs EXPD
+68.7%
+373.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -10.1% | +4.1% | -14.2% | -11.4% |
| 3M | -31.3% | +17.9% | -49.3% | -35.1% |
| 6M | +71.3% | +29.2% | +42.0% | +56.3% |
| YTD | +81.2% | +27.4% | +53.9% | +65.1% |
| 1Y | +98.5% | +56.8% | +41.7% | +66.2% |
| All | +442.4% | +68.7% | +373.7% | +331.1% |
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