+1,086.7%
FLEX vs EWT
+510.6%
+576.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +6.4% | +2.1% | +4.2% | +3.9% |
| 30D | -5.9% | +9.4% | -15.2% | -14.4% |
| 3M | -23.5% | +10.9% | -34.3% | -30.9% |
| 6M | +83.7% | +57.9% | +25.8% | +14.7% |
| YTD | +86.5% | +75.9% | +10.6% | +4.0% |
| 1Y | +100.5% | +89.7% | +10.8% | +3.9% |
| 3Y | +469.8% | +200.9% | +269.0% | +80.9% |
| 5Y | +725.7% | +154.5% | +571.2% | +213.6% |
| 10Y | +1,086.7% | +520.8% | +565.9% | +100.1% |
| All | +1,086.7% | +510.6% | +576.1% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling