+5,008.5%
FLEX vs EMR
+2,288.9%
+2,719.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.7% |
| 7D | -19.3% | -1.6% | -17.7% | -18.3% |
| 30D | -41.5% | +2.0% | -43.5% | -42.1% |
| 3M | -43.1% | +3.8% | -46.9% | -44.3% |
| 6M | -48.2% | +10.5% | -58.7% | -51.6% |
| YTD | +15.5% | +23.7% | -8.2% | -0.8% |
| 1Y | +10.2% | +25.4% | -15.2% | -6.1% |
| 3Y | +256.8% | +86.6% | +170.2% | +122.0% |
| 5Y | +408.2% | +83.0% | +325.2% | +218.3% |
| 10Y | +580.8% | +319.5% | +261.3% | +120.9% |
| All | +5,008.5% | +2,288.9% | +2,719.6% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling