+19.6%
FLEX vs EMR
+30.5%
-10.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.3% |
| 7D | -13.6% | +0.7% | -14.3% | -13.9% |
| 30D | -36.5% | +3.5% | -40.0% | -38.2% |
| 3M | -36.4% | +5.9% | -42.4% | -39.6% |
| 6M | -46.5% | +19.4% | -65.9% | -55.3% |
| YTD | +25.9% | +27.7% | -1.7% | -6.4% |
| 1Y | +19.6% | +30.9% | -11.3% | -13.4% |
| All | +19.6% | +30.5% | -10.9% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling