+125.2%
EEM vs FLEX
+645.9%
-520.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.5% |
| 7D | +0.7% | +2.2% | -1.6% | -0.1% |
| 30D | -6.2% | -32.6% | +26.4% | +2.2% |
| 3M | -5.2% | -35.5% | +30.3% | +4.1% |
| 6M | -8.1% | -45.6% | +37.4% | +4.1% |
| YTD | +14.0% | +30.7% | -16.7% | +0.9% |
| 1Y | +13.8% | +28.4% | -14.5% | +0.8% |
| 3Y | +73.7% | +301.7% | -227.9% | +9.5% |
| 5Y | +34.6% | +473.3% | -438.7% | -25.0% |
| All | +125.2% | +645.9% | -520.7% | +6.4% |
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