+395.7%
EFA vs FLEX
+480.4%
-84.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +0.9% | -10.1% | +11.0% | +3.1% |
| 3M | +4.9% | -31.3% | +36.2% | +12.8% |
| 6M | +8.6% | +71.3% | -62.7% | -8.4% |
| YTD | +14.6% | +81.2% | -66.6% | -5.1% |
| 1Y | +22.6% | +98.5% | -75.9% | -1.4% |
| 3Y | +66.5% | +428.2% | -361.7% | +1.7% |
| 5Y | +54.5% | +657.3% | -602.7% | -15.2% |
| 10Y | +144.8% | +995.9% | -851.1% | +11.3% |
| All | +395.7% | +480.4% | -84.6% | +86.7% |
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