+416.7%
FLEX vs EMB
+6.0%
+410.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -0.1% | -19.2% | -19.3% |
| 30D | -41.5% | +1.3% | -42.8% | -42.8% |
| 3M | -43.1% | -2.7% | -40.4% | -40.5% |
| 6M | -48.2% | -2.8% | -45.4% | -45.5% |
| YTD | +15.5% | -1.1% | +16.6% | +19.3% |
| 1Y | +10.2% | 0.0% | +10.2% | +12.2% |
| 3Y | +256.8% | +28.8% | +228.0% | +162.6% |
| All | +416.7% | +6.0% | +410.6% | +360.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling