+663.2%
FLEX vs EMR
+60.6%
+602.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | 0.0% |
| 7D | -0.9% | -1.5% | +0.6% | +0.4% |
| 30D | -10.1% | -5.6% | -4.5% | -5.8% |
| 3M | -31.3% | +7.9% | -39.3% | -35.6% |
| 6M | +71.3% | +6.0% | +65.2% | +64.8% |
| YTD | +81.2% | +16.4% | +64.8% | +59.8% |
| 1Y | +98.5% | +16.6% | +81.9% | +74.1% |
| 3Y | +428.2% | +62.9% | +365.4% | +255.5% |
| All | +663.2% | +60.6% | +602.7% | +397.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling