+32.5%
EEM vs FLEX
+90.6%
-58.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +2.4% | -11.8% | +14.2% | +5.0% |
| 3M | +4.2% | -22.6% | +26.7% | +8.9% |
| 6M | +14.8% | +77.3% | -62.6% | -1.1% |
| YTD | +23.1% | +78.8% | -55.7% | +5.6% |
| 1Y | +32.5% | +86.1% | -53.5% | +12.1% |
| All | +32.5% | +90.6% | -58.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling