+91.0%
EEM vs FLEX
+475.0%
-384.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.7% |
| 7D | +3.1% | +7.0% | -3.9% | +1.6% |
| 30D | +4.9% | -5.8% | +10.7% | +6.0% |
| 3M | +5.2% | -24.2% | +29.4% | +10.3% |
| 6M | +20.7% | +90.8% | -70.1% | +3.4% |
| YTD | +26.5% | +89.2% | -62.7% | +8.1% |
| 1Y | +37.8% | +104.7% | -66.9% | +15.5% |
| 3Y | +91.0% | +478.1% | -387.1% | +31.3% |
| All | +91.0% | +475.0% | -384.0% | +31.3% |
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