+446.2%
FLEX vs EXPE
+44.3%
+401.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +17.1% | -4.2% | +21.3% | +18.2% |
| 30D | -29.5% | -4.5% | -25.0% | -29.4% |
| 3M | -37.3% | -19.7% | -17.6% | -34.8% |
| 6M | -44.1% | +18.3% | -62.4% | -48.4% |
| YTD | +29.3% | -7.3% | +36.6% | +25.6% |
| 1Y | +24.2% | -3.9% | +28.1% | +19.0% |
| 3Y | +297.3% | +123.0% | +174.3% | +171.7% |
| 5Y | +446.2% | +47.9% | +398.2% | +306.4% |
| All | +446.2% | +44.3% | +401.9% | +306.4% |
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