+290.8%
EWY vs FLEX
+1,045.7%
-754.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | 0.0% | -2.8% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.3% | -11.8% | +21.1% | +13.8% |
| 3M | +2.4% | -22.6% | +25.0% | +11.4% |
| 6M | +40.3% | +77.3% | -37.1% | +16.5% |
| YTD | +88.0% | +78.8% | +9.2% | +55.4% |
| 1Y | +143.8% | +86.1% | +57.8% | +98.1% |
| 3Y | +217.8% | +446.2% | -228.5% | +80.5% |
| 5Y | +142.7% | +689.7% | -547.0% | +20.6% |
| All | +290.8% | +1,045.7% | -754.9% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling