+920.5%
FLEX vs EXPE
+851.4%
+69.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | -0.9% | -9.5% | +8.6% | +2.7% |
| 30D | -10.1% | -6.6% | -3.5% | -8.5% |
| 3M | -31.3% | +31.4% | -62.7% | -39.2% |
| 6M | +71.3% | +35.2% | +36.1% | +47.9% |
| YTD | +81.2% | +5.8% | +75.4% | +68.8% |
| 1Y | +98.5% | +38.7% | +59.8% | +64.2% |
| 3Y | +428.2% | +175.8% | +252.5% | +218.5% |
| 5Y | +657.3% | +111.8% | +545.4% | +376.0% |
| 10Y | +995.9% | +179.7% | +816.2% | +437.9% |
| All | +920.5% | +851.4% | +69.1% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling