-86.4%
FLNC vs EXPD
+62.8%
-149.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +0.9% |
| 7D | -16.2% | -1.6% | -14.6% | -14.5% |
| 30D | -28.1% | +0.6% | -28.8% | -28.4% |
| 3M | -61.3% | +9.8% | -71.1% | -64.6% |
| 6M | -79.9% | +25.8% | -105.6% | -83.7% |
| YTD | -74.3% | +31.3% | -105.6% | -80.8% |
| 1Y | -75.5% | +40.9% | -116.4% | -82.8% |
| 3Y | -70.4% | +74.7% | -145.1% | -84.0% |
| 5Y | -86.4% | +62.9% | -149.2% | -92.6% |
| All | -86.4% | +62.8% | -149.2% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling