+303.1%
FLEX vs EME
+219.6%
+83.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +1.2% |
| 7D | +2.2% | +4.3% | -2.1% | -0.3% |
| 30D | -32.6% | -14.4% | -18.3% | -23.0% |
| 3M | -35.5% | -18.3% | -17.2% | -23.5% |
| 6M | -45.6% | -28.3% | -17.2% | -28.9% |
| YTD | +30.7% | +9.2% | +21.5% | +30.0% |
| 1Y | +28.4% | +4.3% | +24.1% | +31.5% |
| All | +303.1% | +219.6% | +83.4% | +115.8% |
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