+644.7%
FLEX vs EMB
+36.8%
+607.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.3% |
| 7D | +17.1% | -0.7% | +17.7% | +18.7% |
| 30D | -29.5% | +0.5% | -30.1% | -30.2% |
| 3M | -37.3% | -2.5% | -34.8% | -34.4% |
| 6M | -44.1% | -2.0% | -42.1% | -41.6% |
| YTD | +29.3% | -0.9% | +30.2% | +33.5% |
| 1Y | +24.2% | -0.3% | +24.5% | +27.1% |
| 3Y | +297.3% | +29.2% | +268.1% | +166.8% |
| 5Y | +446.2% | +7.4% | +438.7% | +418.0% |
| All | +644.7% | +36.8% | +607.9% | +458.4% |
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