+442.4%
FLEX vs EXPE
+176.2%
+266.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | -0.9% | -9.5% | +8.6% | +0.8% |
| 30D | -10.1% | -6.6% | -3.5% | -9.4% |
| 3M | -31.3% | +31.4% | -62.7% | -35.9% |
| 6M | +71.3% | +35.2% | +36.1% | +57.2% |
| YTD | +81.2% | +5.8% | +75.4% | +75.5% |
| 1Y | +98.5% | +38.7% | +59.8% | +76.3% |
| All | +442.4% | +176.2% | +266.2% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling