+626.9%
FLEX vs EMR
+294.2%
+332.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.7% |
| 7D | -13.6% | +0.7% | -14.3% | -13.8% |
| 30D | -36.5% | +3.5% | -40.0% | -37.8% |
| 3M | -36.4% | +5.9% | -42.4% | -38.7% |
| 6M | -46.5% | +19.4% | -65.9% | -53.2% |
| YTD | +25.9% | +27.7% | -1.7% | +4.3% |
| 1Y | +19.6% | +30.9% | -11.3% | -2.8% |
| 3Y | +287.0% | +104.2% | +182.8% | +117.8% |
| 5Y | +466.6% | +89.6% | +377.0% | +232.9% |
| 10Y | +626.9% | +280.0% | +346.9% | +169.1% |
| All | +626.9% | +294.2% | +332.7% | +169.1% |
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