+225.0%
EWY vs FLEX
+473.9%
-249.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -1.1% |
| 7D | +8.0% | +7.0% | +1.1% | +5.3% |
| 30D | +14.3% | -5.8% | +20.1% | +16.8% |
| 3M | +2.3% | -24.2% | +26.5% | +12.5% |
| 6M | +49.9% | +90.8% | -40.9% | +22.2% |
| YTD | +95.3% | +89.2% | +6.1% | +59.3% |
| 1Y | +161.7% | +104.7% | +57.0% | +108.1% |
| All | +225.0% | +473.9% | -249.0% | +104.4% |
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