+691.5%
FLEX vs EWZ
+57.5%
+634.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | -0.9% | +6.5% | -7.4% | -4.1% |
| 30D | -10.1% | +4.8% | -15.0% | -12.5% |
| 3M | -31.3% | +9.9% | -41.2% | -34.5% |
| 6M | +71.3% | +1.9% | +69.3% | +69.5% |
| YTD | +81.2% | +20.3% | +60.9% | +66.7% |
| 1Y | +98.5% | +35.6% | +62.9% | +72.9% |
| 3Y | +428.2% | +43.4% | +384.8% | +343.4% |
| All | +691.5% | +57.5% | +634.0% | +518.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling