+1,086.7%
FLEX vs EWZ
+86.7%
+1,000.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | +6.4% | -0.1% | +6.4% | +6.4% |
| 30D | -5.9% | +8.2% | -14.0% | -9.6% |
| 3M | -23.5% | +13.3% | -36.8% | -28.0% |
| 6M | +83.7% | +3.6% | +80.1% | +80.6% |
| YTD | +86.5% | +21.0% | +65.5% | +70.5% |
| 1Y | +100.5% | +34.7% | +65.8% | +74.1% |
| 3Y | +469.8% | +48.3% | +421.6% | +367.1% |
| 5Y | +725.7% | +60.1% | +665.6% | +532.7% |
| 10Y | +1,086.7% | +92.6% | +994.2% | +722.6% |
| All | +1,086.7% | +86.7% | +1,000.0% | +722.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling