+1,060.6%
FLEX vs EMR
+268.7%
+791.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.7% |
| 7D | +7.0% | +3.1% | +3.9% | +4.3% |
| 30D | -5.8% | -3.5% | -2.3% | -3.0% |
| 3M | -24.2% | +9.8% | -34.0% | -29.7% |
| 6M | +90.8% | +10.8% | +80.0% | +78.3% |
| YTD | +89.2% | +15.9% | +73.3% | +68.0% |
| 1Y | +104.7% | +16.4% | +88.3% | +80.6% |
| 3Y | +478.1% | +62.1% | +416.0% | +288.3% |
| 5Y | +726.2% | +62.9% | +663.3% | +444.6% |
| 10Y | +1,060.6% | +267.8% | +792.8% | +346.2% |
| All | +1,060.6% | +268.7% | +791.9% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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