+25.0%
FLEX vs EWT
+54.0%
-29.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.1% | -10.7% |
| 7D | -17.0% | -10.9% | -6.1% | -3.5% |
| 30D | -33.8% | -17.7% | -16.1% | -14.1% |
| 3M | -39.0% | -5.0% | -34.0% | -33.6% |
| 6M | -15.9% | +7.4% | -23.3% | -21.7% |
| YTD | +27.8% | +52.8% | -25.0% | -26.3% |
| 1Y | +25.0% | +55.2% | -30.2% | -29.3% |
| All | +25.0% | +54.0% | -29.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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