+66.5%
EFA vs FLEX
+473.9%
-407.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.2% |
| 7D | +1.2% | +7.0% | -5.8% | +0.2% |
| 30D | -0.7% | -5.8% | +5.1% | 0.0% |
| 3M | +6.4% | -24.2% | +30.6% | +9.7% |
| 6M | +11.4% | +90.8% | -79.4% | -2.2% |
| YTD | +14.0% | +89.2% | -75.2% | -0.2% |
| 1Y | +20.2% | +104.7% | -84.5% | +3.2% |
| All | +66.5% | +473.9% | -407.5% | +21.0% |
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