+424.8%
FLEX vs EMB
+7.3%
+417.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.6% |
| 7D | +7.5% | -0.9% | +8.4% | +9.2% |
| 30D | -25.3% | +0.4% | -25.6% | -25.7% |
| 3M | -39.7% | -3.1% | -36.6% | -36.4% |
| 6M | -47.9% | -2.1% | -45.8% | -45.7% |
| YTD | +24.1% | -1.1% | +25.2% | +28.4% |
| 1Y | +26.0% | -0.1% | +26.0% | +28.4% |
| 3Y | +282.7% | +29.6% | +253.1% | +179.4% |
| All | +424.8% | +7.3% | +417.5% | +366.9% |
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