+104.7%
FLEX vs EMB
+5.1%
+99.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.9% |
| 7D | +7.0% | +0.3% | +6.7% | +5.5% |
| 30D | -5.8% | -0.5% | -5.3% | -3.8% |
| 3M | -24.2% | +0.3% | -24.5% | -25.1% |
| 6M | +90.8% | +1.2% | +89.6% | +83.3% |
| YTD | +89.2% | +1.5% | +87.7% | +80.5% |
| 1Y | +104.7% | +4.8% | +99.9% | +78.6% |
| All | +104.7% | +5.1% | +99.6% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling