+125.7%
EEM vs FLEX
+1,045.7%
-920.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +2.4% | -11.8% | +14.2% | +5.4% |
| 3M | +4.2% | -22.6% | +26.7% | +9.8% |
| 6M | +14.8% | +77.3% | -62.6% | -4.2% |
| YTD | +23.1% | +78.8% | -55.7% | +2.1% |
| 1Y | +32.5% | +86.1% | -53.5% | +8.1% |
| 3Y | +85.9% | +446.2% | -360.3% | +9.5% |
| 5Y | +43.6% | +689.7% | -646.1% | -25.4% |
| All | +125.7% | +1,045.7% | -920.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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