+726.2%
FLEX vs EWZ
+60.6%
+665.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.4% |
| 7D | +7.0% | +5.6% | +1.4% | +4.0% |
| 30D | -5.8% | +9.3% | -15.1% | -10.1% |
| 3M | -24.2% | +15.7% | -39.9% | -29.6% |
| 6M | +90.8% | +7.4% | +83.4% | +84.2% |
| YTD | +89.2% | +22.7% | +66.5% | +72.4% |
| 1Y | +104.7% | +36.4% | +68.3% | +77.7% |
| 3Y | +478.1% | +50.4% | +427.7% | +375.3% |
| 5Y | +726.2% | +67.6% | +658.6% | +539.1% |
| All | +726.2% | +60.6% | +665.6% | +539.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling