+25.0%
FLEX vs EXPE
+48.9%
-24.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +10.5% | -22.9% | -10.7% |
| 7D | -17.0% | +14.6% | -31.6% | -15.2% |
| 30D | -33.8% | +21.4% | -55.3% | -32.1% |
| 3M | -39.0% | +1.4% | -40.4% | -38.1% |
| 6M | -15.9% | +28.6% | -44.5% | -15.0% |
| YTD | +27.8% | +12.1% | +15.7% | +30.1% |
| 1Y | +25.0% | +50.0% | -25.1% | +22.6% |
| All | +25.0% | +48.9% | -24.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling