+1,120.1%
FLEX vs EMB
+132.1%
+988.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -10.1% | -0.3% | -9.8% | -9.9% |
| 3M | -31.3% | -0.4% | -30.9% | -30.8% |
| 6M | +71.3% | +0.1% | +71.1% | +72.8% |
| YTD | +81.2% | +1.6% | +79.7% | +80.0% |
| 1Y | +98.5% | +5.6% | +92.9% | +89.0% |
| 3Y | +428.2% | +29.8% | +398.4% | +306.4% |
| 5Y | +657.3% | +7.3% | +650.0% | +612.6% |
| 10Y | +995.9% | +30.4% | +965.5% | +794.5% |
| All | +1,120.1% | +132.1% | +988.0% | +673.0% |
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