+1,060.6%
FLEX vs EXPE
+155.3%
+905.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.9% | +12.3% | +6.9% |
| 7D | +7.0% | -9.8% | +16.7% | +10.2% |
| 30D | -5.8% | -11.5% | +5.7% | -2.8% |
| 3M | -24.2% | +21.7% | -45.9% | -30.6% |
| 6M | +90.8% | +10.4% | +80.4% | +79.1% |
| YTD | +89.2% | -2.5% | +91.7% | +82.1% |
| 1Y | +104.7% | +27.3% | +77.4% | +76.5% |
| 3Y | +478.1% | +153.5% | +324.6% | +269.2% |
| 5Y | +726.2% | +91.1% | +635.1% | +451.7% |
| 10Y | +1,060.6% | +153.1% | +907.5% | +457.4% |
| All | +1,060.6% | +155.3% | +905.3% | +457.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling