+282.7%
FLEX vs VWO
+56.0%
+226.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +7.5% | +2.0% | +5.5% | +4.4% |
| 30D | -25.3% | -4.3% | -21.0% | -18.8% |
| 3M | -39.7% | -6.4% | -33.3% | -31.7% |
| 6M | -47.9% | -5.6% | -42.2% | -41.0% |
| YTD | +24.1% | +5.2% | +18.9% | +23.6% |
| 1Y | +26.0% | +5.2% | +20.8% | +25.7% |
| 3Y | +282.7% | +55.5% | +227.2% | +146.4% |
| All | +282.7% | +56.0% | +226.7% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling