+304.4%
FLEX vs EWZ
+20.5%
+283.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.1% | +11.1% |
| 7D | -7.2% | +1.4% | -8.6% | -7.7% |
| 30D | -34.8% | -25.1% | -9.7% | -26.3% |
| 3M | -35.6% | -7.7% | -27.9% | -36.1% |
| 6M | -45.0% | -15.8% | -29.2% | -42.3% |
| YTD | +29.4% | +3.6% | +25.8% | +21.9% |
| 1Y | +24.8% | +5.5% | +19.3% | +16.1% |
| 3Y | +304.4% | +22.1% | +282.3% | +233.0% |
| All | +304.4% | +20.5% | +283.9% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling