+153.3%
EWY vs FLEX
+717.1%
-563.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +6.7% | +6.4% | +0.3% | +4.2% |
| 30D | +17.0% | -5.9% | +22.8% | +19.5% |
| 3M | +3.7% | -23.5% | +27.1% | +13.9% |
| 6M | +42.5% | +83.7% | -41.2% | +15.6% |
| YTD | +96.2% | +86.5% | +9.7% | +57.9% |
| 1Y | +160.4% | +100.5% | +59.9% | +103.8% |
| 3Y | +231.7% | +469.8% | -238.2% | +77.9% |
| 5Y | +153.3% | +725.7% | -572.4% | +12.5% |
| All | +153.3% | +717.1% | -563.8% | +12.5% |
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