+478.1%
FLEX vs EME
+249.1%
+229.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +2.5% |
| 7D | +7.0% | +5.2% | +1.8% | +3.2% |
| 30D | -5.8% | -5.4% | -0.4% | -1.7% |
| 3M | -24.2% | -6.1% | -18.1% | -20.0% |
| 6M | +90.8% | +9.7% | +81.1% | +82.3% |
| YTD | +89.2% | +26.6% | +62.6% | +64.8% |
| 1Y | +104.7% | +24.6% | +80.1% | +75.9% |
| 3Y | +478.1% | +249.6% | +228.5% | +129.4% |
| All | +478.1% | +249.1% | +229.0% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling