+614.8%
FLEX vs EWT
+448.9%
+165.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.2% | -4.2% |
| 7D | +7.5% | +9.1% | -1.7% | -2.4% |
| 30D | -25.3% | -12.2% | -13.1% | -12.8% |
| 3M | -39.7% | -9.4% | -30.3% | -31.6% |
| 6M | -47.9% | +2.7% | -50.5% | -48.3% |
| YTD | +24.1% | +53.3% | -29.2% | -18.9% |
| 1Y | +26.0% | +59.2% | -33.2% | -20.7% |
| 3Y | +282.7% | +157.1% | +125.6% | +44.3% |
| 5Y | +424.2% | +119.6% | +304.6% | +134.7% |
| All | +614.8% | +448.9% | +165.9% | +36.2% |
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