+440.9%
FLEX vs VWO
+61.8%
+379.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -1.8% |
| 7D | +0.1% | -1.7% | +1.8% | +2.9% |
| 30D | -11.8% | -0.3% | -11.5% | -11.2% |
| 3M | -22.6% | +4.0% | -26.5% | -26.1% |
| 6M | +77.3% | +8.1% | +69.2% | +64.1% |
| YTD | +78.8% | +11.6% | +67.1% | +59.5% |
| 1Y | +86.1% | +16.2% | +69.8% | +59.0% |
| All | +440.9% | +61.8% | +379.1% | +229.9% |
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