+478.1%
FLEX vs EWZ
+50.2%
+427.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.2% |
| 7D | +7.0% | +5.6% | +1.4% | +3.4% |
| 30D | -5.8% | +9.3% | -15.1% | -11.1% |
| 3M | -24.2% | +15.7% | -39.9% | -30.8% |
| 6M | +90.8% | +7.4% | +83.4% | +82.5% |
| YTD | +89.2% | +22.7% | +66.5% | +69.2% |
| 1Y | +104.7% | +36.4% | +68.3% | +72.6% |
| 3Y | +478.1% | +50.4% | +427.7% | +344.1% |
| All | +478.1% | +50.2% | +427.8% | +344.1% |
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