-48.2%
FLEX vs EMR
+15.2%
-63.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.8% |
| 7D | -19.3% | -1.6% | -17.7% | -17.5% |
| 30D | -41.5% | +2.0% | -43.5% | -42.1% |
| 3M | -43.1% | +3.8% | -46.9% | -44.7% |
| 6M | -48.2% | +10.5% | -58.7% | -52.9% |
| All | -48.2% | +15.2% | -63.4% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling