-72.3%
FLNC vs EXPD
+67.1%
-139.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.8% | -4.7% |
| 7D | -5.0% | +1.2% | -6.2% | -6.2% |
| 30D | -26.1% | +6.8% | -32.9% | -30.6% |
| 3M | -55.2% | +14.9% | -70.1% | -60.8% |
| 6M | -42.6% | +34.6% | -77.2% | -56.6% |
| YTD | -51.0% | +27.7% | -78.7% | -62.3% |
| 1Y | +43.3% | +57.7% | -14.3% | -12.7% |
| 3Y | -63.4% | +70.9% | -134.3% | -79.7% |
| All | -72.3% | +67.1% | -139.5% | -84.8% |
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