+46.6%
EEM vs FLEX
+717.1%
-670.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +2.0% | +6.4% | -4.4% | +0.5% |
| 30D | +5.1% | -5.9% | +10.9% | +6.4% |
| 3M | +4.6% | -23.5% | +28.0% | +10.1% |
| 6M | +17.8% | +83.7% | -66.0% | -1.0% |
| YTD | +25.8% | +86.5% | -60.7% | +4.9% |
| 1Y | +36.4% | +100.5% | -64.1% | +11.0% |
| 3Y | +90.0% | +469.8% | -379.8% | +13.2% |
| 5Y | +46.6% | +725.7% | -679.1% | -25.7% |
| All | +46.6% | +717.1% | -670.5% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling