+10.2%
FLEX vs EXPE
+21.4%
-11.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.4% | +4.2% |
| 7D | -19.3% | -9.3% | -10.0% | -19.1% |
| 30D | -41.5% | +0.1% | -41.7% | -40.9% |
| 3M | -43.1% | -15.3% | -27.8% | -43.1% |
| 6M | -48.2% | +5.5% | -53.7% | -48.5% |
| YTD | +15.5% | -8.0% | +23.5% | +15.7% |
| 1Y | +10.2% | +18.9% | -8.7% | +7.0% |
| All | +10.2% | +21.4% | -11.2% | +7.0% |
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