+6,840.6%
FLEX vs EME
+61,143.5%
-54,302.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | -10.1% | -8.3% | -1.9% | -6.1% |
| 3M | -31.3% | -10.7% | -20.6% | -26.9% |
| 6M | +71.3% | +1.9% | +69.4% | +72.0% |
| YTD | +81.2% | +23.5% | +57.8% | +66.2% |
| 1Y | +98.5% | +18.0% | +80.5% | +84.5% |
| 3Y | +428.2% | +236.1% | +192.1% | +196.9% |
| 5Y | +657.3% | +527.9% | +129.4% | +214.2% |
| 10Y | +995.9% | +1,252.8% | -256.8% | +213.3% |
| All | +6,840.6% | +61,143.5% | -54,302.9% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling