+1,236.8%
EWY vs FLEX
+453.6%
+783.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.1% |
| 7D | +4.8% | -0.9% | +5.7% | +5.1% |
| 30D | +11.7% | -10.1% | +21.8% | +15.3% |
| 3M | -7.4% | -31.3% | +23.9% | +3.9% |
| 6M | +40.6% | +71.3% | -30.7% | +18.3% |
| YTD | +94.3% | +81.2% | +13.0% | +60.5% |
| 1Y | +164.3% | +98.5% | +65.8% | +111.6% |
| 3Y | +221.0% | +428.2% | -207.3% | +86.3% |
| 5Y | +139.1% | +657.3% | -518.1% | +22.4% |
| 10Y | +298.8% | +995.9% | -697.1% | +65.0% |
| All | +1,236.8% | +453.6% | +783.2% | +273.3% |
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 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