+1,033.9%
FLEX vs VWO
+115.6%
+918.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.3% |
| 7D | +0.1% | -1.7% | +1.8% | +2.3% |
| 30D | -11.8% | -0.3% | -11.5% | -11.3% |
| 3M | -22.6% | +4.0% | -26.5% | -25.3% |
| 6M | +77.3% | +8.1% | +69.2% | +66.4% |
| YTD | +78.8% | +11.6% | +67.1% | +62.2% |
| 1Y | +86.1% | +16.2% | +69.8% | +62.0% |
| 3Y | +446.2% | +63.3% | +383.0% | +226.6% |
| 5Y | +689.7% | +33.4% | +656.3% | +493.3% |
| All | +1,033.9% | +115.6% | +918.3% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling