+100.6%
FLEX vs VWO
+16.3%
+84.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +5.7% |
| 7D | +5.7% | -1.8% | +7.5% | +10.0% |
| 30D | -7.0% | -0.1% | -6.9% | -6.6% |
| 3M | -23.8% | +2.2% | -26.1% | -26.7% |
| 6M | +82.6% | +8.8% | +73.9% | +61.0% |
| YTD | +91.6% | +12.4% | +79.2% | +57.6% |
| 1Y | +100.6% | +15.6% | +85.0% | +60.8% |
| All | +100.6% | +16.3% | +84.2% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling