+71.3%
FLEX vs EWZ
+2.0%
+69.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | -0.9% | +6.5% | -7.4% | -6.1% |
| 30D | -10.1% | +4.8% | -15.0% | -13.5% |
| 3M | -31.3% | +9.9% | -41.2% | -36.6% |
| 6M | +71.3% | +1.9% | +69.3% | +67.9% |
| All | +71.3% | +2.0% | +69.2% | +67.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling