+626.9%
FLEX vs EMB
+31.5%
+595.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.6% |
| 7D | -13.6% | +0.5% | -14.1% | -14.4% |
| 30D | -36.5% | +0.9% | -37.4% | -37.5% |
| 3M | -36.4% | -2.1% | -34.3% | -33.9% |
| 6M | -46.5% | -2.2% | -44.3% | -44.0% |
| YTD | +25.9% | -0.6% | +26.5% | +29.5% |
| 1Y | +19.6% | +0.2% | +19.3% | +21.3% |
| 3Y | +287.0% | +29.5% | +257.5% | +158.8% |
| 5Y | +466.6% | +8.0% | +458.6% | +432.4% |
| 10Y | +626.9% | +35.3% | +591.6% | +446.2% |
| All | +626.9% | +31.5% | +595.4% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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