+677.4%
FLEX vs EMB
+126.0%
+551.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -42.5% |
| 3M | -43.1% | -2.7% | -40.4% | -41.3% |
| 6M | -48.2% | -2.8% | -45.4% | -46.3% |
| YTD | +15.5% | -1.1% | +16.6% | +18.3% |
| 1Y | +10.2% | 0.0% | +10.2% | +11.6% |
| 3Y | +256.8% | +28.8% | +228.0% | +177.4% |
| 5Y | +408.2% | +6.0% | +402.2% | +386.0% |
| 10Y | +580.8% | +29.1% | +551.7% | +466.8% |
| All | +677.4% | +126.0% | +551.5% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling