-86.5%
FLNC vs EXPD
+72.7%
-159.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.3% | -7.3% |
| 7D | -7.1% | +3.6% | -10.7% | -10.1% |
| 30D | -30.2% | +0.3% | -30.4% | -30.2% |
| 3M | -64.1% | +6.1% | -70.2% | -66.1% |
| 6M | -77.7% | +27.4% | -105.1% | -82.2% |
| YTD | -76.1% | +32.0% | -108.1% | -82.1% |
| 1Y | -75.4% | +40.5% | -115.9% | -82.6% |
| 3Y | -72.4% | +75.7% | -148.1% | -85.1% |
| 5Y | -87.4% | +61.7% | -149.1% | -93.1% |
| All | -86.5% | +72.7% | -159.2% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling