+730.0%
FLEX vs EMB
+6.3%
+723.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.3% |
| 7D | +5.7% | -1.2% | +6.9% | +7.8% |
| 30D | -7.0% | -1.3% | -5.8% | -5.1% |
| 3M | -23.8% | -1.8% | -22.0% | -21.4% |
| 6M | +82.6% | +0.2% | +82.5% | +84.7% |
| YTD | +91.6% | +0.4% | +91.3% | +93.4% |
| 1Y | +100.6% | +2.8% | +97.7% | +95.8% |
| 3Y | +479.8% | +29.1% | +450.6% | +324.3% |
| All | +730.0% | +6.3% | +723.7% | +661.5% |
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