+69.7%
EEM vs FLEX
+287.2%
-217.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -0.9% | -13.6% | +12.8% | +1.8% |
| 30D | -9.3% | -36.5% | +27.2% | -1.1% |
| 3M | -7.1% | -36.4% | +29.4% | +1.0% |
| 6M | -10.4% | -46.5% | +36.1% | +0.1% |
| YTD | +11.3% | +25.9% | -14.6% | +2.2% |
| 1Y | +11.3% | +19.6% | -8.3% | +3.0% |
| All | +69.7% | +287.2% | -217.5% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling