+25.5%
FLEX vs EWZ
+1.7%
+23.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.4% |
| 7D | +2.2% | +0.6% | +1.7% | +2.2% |
| 30D | -32.6% | -25.5% | -7.1% | -24.5% |
| 3M | -35.5% | -4.5% | -31.0% | -39.6% |
| 6M | -45.6% | -15.3% | -30.3% | -44.0% |
| YTD | +30.7% | +3.1% | +27.6% | +21.2% |
| All | +25.5% | +1.7% | +23.8% | +17.3% |
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