+624.3%
FLEX vs EWZ
+65.7%
+558.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | -13.6% | +1.3% | -15.0% | -14.1% |
| 30D | -36.5% | -26.2% | -10.3% | -27.6% |
| 3M | -36.4% | -8.6% | -27.8% | -35.3% |
| 6M | -46.5% | -17.0% | -29.4% | -42.9% |
| YTD | +25.9% | +2.2% | +23.8% | +21.9% |
| 1Y | +19.6% | +2.7% | +16.9% | +15.3% |
| 3Y | +287.0% | +18.2% | +268.8% | +244.9% |
| 5Y | +466.6% | +56.0% | +410.6% | +328.2% |
| All | +624.3% | +65.7% | +558.6% | +437.7% |
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