+98.5%
FLEX vs EWZ
+36.3%
+62.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | -0.9% | +6.5% | -7.4% | -5.9% |
| 30D | -10.1% | +4.8% | -15.0% | -13.7% |
| 3M | -31.3% | +9.9% | -41.2% | -36.4% |
| 6M | +71.3% | +1.9% | +69.3% | +67.1% |
| YTD | +81.2% | +20.3% | +60.9% | +60.1% |
| 1Y | +98.5% | +35.6% | +62.9% | +51.8% |
| All | +98.5% | +36.3% | +62.2% | +51.8% |
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