+7,917.6%
FLEX vs EMR
+2,148.7%
+5,769.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.2% |
| 7D | -0.9% | -1.5% | +0.6% | +0.3% |
| 30D | -10.1% | -5.6% | -4.5% | -6.2% |
| 3M | -31.3% | +7.9% | -39.3% | -35.2% |
| 6M | +71.3% | +6.0% | +65.2% | +66.4% |
| YTD | +81.2% | +16.4% | +64.8% | +61.8% |
| 1Y | +98.5% | +16.6% | +81.9% | +76.5% |
| 3Y | +428.2% | +62.9% | +365.4% | +261.7% |
| 5Y | +657.3% | +60.1% | +597.2% | +419.4% |
| 10Y | +995.9% | +268.8% | +727.2% | +288.1% |
| All | +7,917.6% | +2,148.7% | +5,769.0% | +772.6% |
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