+726.2%
FLEX vs EWT
+154.5%
+571.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +5.0% |
| 7D | +7.0% | +1.6% | +5.3% | +5.1% |
| 30D | -5.8% | +8.2% | -14.0% | -13.2% |
| 3M | -24.2% | +11.1% | -35.3% | -31.5% |
| 6M | +90.8% | +60.4% | +30.4% | +19.7% |
| YTD | +89.2% | +75.6% | +13.6% | +8.7% |
| 1Y | +104.7% | +91.3% | +13.4% | +8.8% |
| 3Y | +478.1% | +200.3% | +277.8% | +100.1% |
| 5Y | +726.2% | +156.4% | +569.8% | +241.0% |
| All | +726.2% | +154.5% | +571.7% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling