+4,785.6%
FLEX vs EXPD
+21,416.0%
-16,630.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -11.4% |
| 7D | -28.3% | -4.8% | -23.5% | -26.2% |
| 30D | -45.0% | -1.5% | -43.5% | -44.4% |
| 3M | -45.2% | +4.1% | -49.4% | -46.2% |
| 6M | -30.8% | +24.0% | -54.8% | -37.6% |
| YTD | +10.4% | +27.4% | -17.0% | -3.0% |
| 1Y | +2.3% | +38.4% | -36.1% | -13.7% |
| 3Y | +238.9% | +73.2% | +165.7% | +150.6% |
| 5Y | +386.0% | +59.9% | +326.2% | +268.3% |
| 10Y | +551.1% | +319.9% | +231.2% | +211.4% |
| All | +4,785.6% | +21,416.0% | -16,630.5% | +834.2% |
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