+761.8%
EEM vs FLEX
+1,161.0%
-399.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.2% |
| 7D | +0.7% | +2.2% | -1.6% | -0.4% |
| 30D | -6.2% | -32.6% | +26.4% | +5.1% |
| 3M | -5.2% | -35.5% | +30.3% | +7.2% |
| 6M | -8.1% | -45.6% | +37.4% | +8.2% |
| YTD | +14.0% | +30.7% | -16.7% | -4.0% |
| 1Y | +13.8% | +28.4% | -14.5% | -4.1% |
| 3Y | +73.7% | +301.7% | -227.9% | -7.0% |
| 5Y | +34.6% | +473.3% | -438.7% | -38.8% |
| 10Y | +123.6% | +651.7% | -528.2% | -21.1% |
| All | +761.8% | +1,161.0% | -399.3% | +95.9% |
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