+98.5%
EWY vs FLEX
+421.8%
-323.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.2% |
| 7D | +4.2% | +7.5% | -3.2% | +1.2% |
| 30D | -10.7% | -25.3% | +14.6% | -0.8% |
| 3M | -20.1% | -39.7% | +19.6% | -4.0% |
| 6M | -24.3% | -47.9% | +23.6% | -4.3% |
| YTD | +46.9% | +24.1% | +22.8% | +36.8% |
| 1Y | +55.2% | +26.0% | +29.2% | +43.4% |
| 3Y | +157.0% | +282.7% | -125.7% | +58.6% |
| All | +98.5% | +421.8% | -323.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling