-60.2%
FLNC vs EXPD
+69.2%
-129.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.6% | -9.3% |
| 7D | -4.2% | +1.2% | -5.3% | -5.2% |
| 30D | -20.0% | +5.2% | -25.2% | -23.3% |
| 3M | -56.9% | +13.2% | -70.1% | -61.0% |
| 6M | -35.5% | +30.3% | -65.9% | -47.7% |
| YTD | -48.8% | +27.0% | -75.9% | -58.7% |
| 1Y | +49.3% | +57.3% | -8.0% | -2.5% |
| All | -60.2% | +69.2% | -129.4% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling