+663.2%
FLEX vs EXPE
+111.8%
+551.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -0.9% | -9.5% | +8.6% | +1.6% |
| 30D | -10.1% | -6.6% | -3.5% | -9.0% |
| 3M | -31.3% | +31.4% | -62.7% | -37.4% |
| 6M | +71.3% | +35.2% | +36.1% | +53.0% |
| YTD | +81.2% | +5.8% | +75.4% | +72.6% |
| 1Y | +98.5% | +38.7% | +59.8% | +70.9% |
| 3Y | +428.2% | +175.8% | +252.5% | +245.6% |
| All | +663.2% | +111.8% | +551.5% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling