+10.2%
FLEX vs EMB
+0.4%
+9.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -0.1% | -19.2% | -19.0% |
| 30D | -41.5% | +1.3% | -42.8% | -45.0% |
| 3M | -43.1% | -2.2% | -40.9% | -36.6% |
| 6M | -48.2% | -2.3% | -45.9% | -41.4% |
| YTD | +15.5% | -0.6% | +16.1% | +20.6% |
| 1Y | +10.2% | +0.5% | +9.7% | +7.1% |
| All | +10.2% | +0.4% | +9.8% | +7.1% |
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