+303.1%
FLEX vs EXPE
+123.2%
+179.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.5% |
| 7D | +2.2% | -17.8% | +20.0% | +5.0% |
| 30D | -32.6% | -3.2% | -29.4% | -32.6% |
| 3M | -35.5% | -19.0% | -16.5% | -33.8% |
| 6M | -45.6% | +17.7% | -63.3% | -48.7% |
| YTD | +30.7% | -7.8% | +38.5% | +28.7% |
| 1Y | +28.4% | -1.4% | +29.7% | +23.7% |
| All | +303.1% | +123.2% | +179.8% | +195.9% |
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