-69.5%
FLNC vs EXPD
+75.1%
-144.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +1.3% |
| 7D | -16.2% | -1.6% | -14.6% | -14.8% |
| 30D | -28.1% | +0.6% | -28.8% | -28.3% |
| 3M | -61.3% | +9.8% | -71.1% | -64.0% |
| 6M | -79.9% | +25.8% | -105.6% | -83.1% |
| YTD | -74.3% | +31.3% | -105.6% | -79.7% |
| 1Y | -75.5% | +40.9% | -116.4% | -81.7% |
| All | -69.5% | +75.1% | -144.6% | -85.9% |
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