+779.9%
FLEX vs EMB
+128.3%
+651.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.2% | -0.4% | +2.6% | +2.9% |
| 30D | -32.6% | +1.5% | -34.2% | -33.8% |
| 3M | -35.5% | -1.6% | -33.9% | -34.3% |
| 6M | -45.6% | -1.5% | -44.1% | -44.3% |
| YTD | +30.7% | -0.1% | +30.8% | +32.4% |
| 1Y | +28.4% | +0.5% | +27.8% | +29.2% |
| 3Y | +301.7% | +30.2% | +271.4% | +208.6% |
| 5Y | +473.3% | +8.6% | +464.7% | +434.6% |
| 10Y | +651.7% | +36.9% | +614.9% | +500.5% |
| All | +779.9% | +128.3% | +651.5% | +468.5% |
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 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