+725.7%
FLEX vs VWO
+35.7%
+690.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | +6.4% | +0.2% | +6.2% | +6.1% |
| 30D | -5.9% | +0.9% | -6.8% | -6.8% |
| 3M | -23.5% | +4.3% | -27.7% | -26.6% |
| 6M | +83.7% | +10.5% | +73.2% | +67.6% |
| YTD | +86.5% | +13.4% | +73.1% | +66.1% |
| 1Y | +100.5% | +18.6% | +81.9% | +71.1% |
| 3Y | +469.8% | +65.8% | +404.0% | +248.3% |
| 5Y | +725.7% | +35.2% | +690.4% | +527.1% |
| All | +725.7% | +35.7% | +690.0% | +527.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling