+25.0%
FLEX vs EWZ
+7.8%
+17.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -14.0% | -13.0% |
| 7D | -17.0% | -4.1% | -12.9% | -15.6% |
| 30D | -33.8% | -25.0% | -8.9% | -26.3% |
| 3M | -39.0% | -10.6% | -28.4% | -40.0% |
| 6M | -15.9% | -16.6% | +0.7% | -12.6% |
| YTD | +27.8% | +2.5% | +25.4% | +18.6% |
| 1Y | +25.0% | +8.1% | +16.9% | +2.9% |
| All | +25.0% | +7.8% | +17.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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