+7,917.6%
FLEX vs EXPD
+21,408.1%
-13,490.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | -10.1% | +4.1% | -14.2% | -11.9% |
| 3M | -31.3% | +17.9% | -49.3% | -36.6% |
| 6M | +71.3% | +29.2% | +42.0% | +50.4% |
| YTD | +81.2% | +27.4% | +53.9% | +58.8% |
| 1Y | +98.5% | +56.8% | +41.7% | +55.8% |
| 3Y | +428.2% | +68.0% | +360.2% | +295.1% |
| 5Y | +657.3% | +61.9% | +595.4% | +466.9% |
| 10Y | +995.9% | +316.0% | +679.9% | +424.9% |
| All | +7,917.6% | +21,408.1% | -13,490.4% | +1,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling