+749.3%
EEM vs FLEX
+1,147.5%
-398.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | +5.3% | +17.1% | -11.7% | -0.2% |
| 30D | -7.0% | -29.5% | +22.5% | +2.7% |
| 3M | -8.0% | -37.3% | +29.3% | +4.9% |
| 6M | -6.6% | -44.1% | +37.4% | +9.0% |
| YTD | +12.3% | +29.3% | -17.0% | -5.1% |
| 1Y | +12.2% | +24.2% | -12.0% | -4.4% |
| 3Y | +71.2% | +297.3% | -226.1% | -8.0% |
| 5Y | +32.2% | +446.2% | -413.9% | -38.8% |
| 10Y | +120.3% | +643.7% | -523.3% | -22.0% |
| All | +749.3% | +1,147.5% | -398.2% | +93.8% |
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