+1,086.7%
FLEX vs EME
+1,266.0%
-179.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.2% |
| 7D | +6.4% | +2.7% | +3.6% | +4.5% |
| 30D | -5.9% | -6.8% | +0.9% | -1.2% |
| 3M | -23.5% | -8.8% | -14.6% | -18.1% |
| 6M | +83.7% | +5.0% | +78.7% | +80.6% |
| YTD | +86.5% | +23.5% | +63.0% | +65.7% |
| 1Y | +100.5% | +21.3% | +79.2% | +77.3% |
| 3Y | +469.8% | +241.1% | +228.8% | +156.9% |
| 5Y | +725.7% | +549.2% | +176.5% | +142.0% |
| 10Y | +1,086.7% | +1,306.4% | -219.7% | +128.3% |
| All | +1,086.7% | +1,266.0% | -179.3% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling