+25.0%
FLEX vs EME
-3.1%
+28.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.6% | -2.7% | -2.5% |
| 7D | -17.0% | -5.8% | -11.2% | -11.4% |
| 30D | -33.8% | -17.9% | -15.9% | -18.8% |
| 3M | -39.0% | -22.0% | -17.1% | -21.2% |
| 6M | -15.9% | -29.7% | +13.8% | +24.6% |
| YTD | +27.8% | +4.7% | +23.1% | +26.2% |
| 1Y | +25.0% | -2.1% | +27.1% | +34.7% |
| All | +25.0% | -3.1% | +28.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling