+484.1%
FLEX vs EXPD
+61.0%
+423.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.7% | +9.3% | +10.8% |
| 7D | -7.2% | -5.5% | -1.7% | -4.3% |
| 30D | -34.8% | -1.9% | -32.9% | -33.8% |
| 3M | -35.6% | +6.1% | -41.7% | -37.0% |
| 6M | -45.0% | +21.6% | -66.6% | -49.4% |
| YTD | +29.4% | +27.9% | +1.5% | +14.8% |
| 1Y | +24.8% | +39.4% | -14.6% | +6.2% |
| 3Y | +304.4% | +72.7% | +231.8% | +200.2% |
| 5Y | +484.1% | +60.3% | +423.8% | +295.7% |
| All | +484.1% | +61.0% | +423.1% | +295.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling