+19.6%
FLEX vs EMB
+0.5%
+19.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | 0.0% |
| 7D | -13.6% | +0.5% | -14.1% | -15.4% |
| 30D | -36.5% | +0.9% | -37.4% | -39.0% |
| 3M | -36.4% | -2.1% | -34.3% | -29.5% |
| 6M | -46.5% | -2.2% | -44.3% | -39.8% |
| YTD | +25.9% | -0.6% | +26.5% | +31.8% |
| 1Y | +19.6% | +0.2% | +19.3% | +21.5% |
| All | +19.6% | +0.5% | +19.0% | +21.5% |
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