+854.3%
EEM vs FLEX
+1,648.7%
-794.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | +4.5% | -10.1% | +14.7% | +8.0% |
| 3M | -0.1% | -31.3% | +31.3% | +11.6% |
| 6M | +16.9% | +71.3% | -54.3% | -7.5% |
| YTD | +26.2% | +81.2% | -55.0% | -2.7% |
| 1Y | +40.5% | +98.5% | -58.0% | +4.0% |
| 3Y | +86.2% | +428.2% | -342.1% | -7.5% |
| 5Y | +45.5% | +657.3% | -611.8% | -38.5% |
| 10Y | +128.6% | +995.9% | -867.3% | -27.6% |
| All | +854.3% | +1,648.7% | -794.5% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling