+100.5%
FLEX vs EWZ
+34.6%
+65.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.3% |
| 7D | +6.4% | -0.1% | +6.4% | +6.4% |
| 30D | -5.9% | +8.2% | -14.0% | -11.9% |
| 3M | -23.5% | +13.3% | -36.8% | -30.9% |
| 6M | +83.7% | +3.6% | +80.1% | +77.2% |
| YTD | +86.5% | +21.0% | +65.5% | +64.0% |
| 1Y | +100.5% | +34.7% | +65.8% | +53.4% |
| All | +100.5% | +34.6% | +65.9% | +53.4% |
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