+651.7%
FLEX vs EME
+948.4%
-296.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +1.5% |
| 7D | +2.2% | +4.3% | -2.1% | 0.0% |
| 30D | -32.6% | -14.4% | -18.3% | -23.9% |
| 3M | -35.5% | -18.3% | -17.2% | -24.5% |
| 6M | -45.6% | -28.3% | -17.2% | -30.3% |
| YTD | +30.7% | +9.2% | +21.5% | +28.4% |
| 1Y | +28.4% | +4.3% | +24.1% | +30.0% |
| 3Y | +301.7% | +218.6% | +83.0% | +92.1% |
| 5Y | +473.3% | +421.0% | +52.2% | +96.3% |
| 10Y | +651.7% | +928.3% | -276.6% | +66.7% |
| All | +651.7% | +948.4% | -296.7% | +66.7% |
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 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