+565.2%
FLEX vs EXPE
+115.0%
+450.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.4% | +6.0% |
| 7D | -19.3% | -9.3% | -10.0% | -17.4% |
| 30D | -41.5% | +0.1% | -41.7% | -42.4% |
| 3M | -43.1% | -15.3% | -27.8% | -41.4% |
| 6M | -48.2% | +5.5% | -53.7% | -51.3% |
| YTD | +15.5% | -8.0% | +23.5% | +11.4% |
| 1Y | +10.2% | +18.9% | -8.7% | -3.9% |
| 3Y | +256.8% | +135.5% | +121.3% | +131.1% |
| 5Y | +408.2% | +44.3% | +363.9% | +273.0% |
| All | +565.2% | +115.0% | +450.2% | +218.6% |
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 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