+651.7%
FLEX vs NI
+191.1%
+460.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +2.2% | +0.6% | +1.7% | +2.2% |
| 30D | -32.6% | +11.2% | -43.9% | -36.0% |
| 3M | -35.5% | +9.2% | -44.6% | -38.1% |
| 6M | -45.6% | -1.8% | -43.7% | -45.4% |
| YTD | +30.7% | +12.0% | +18.7% | +22.5% |
| 1Y | +28.4% | +6.4% | +21.9% | +23.3% |
| 3Y | +301.7% | +99.4% | +202.3% | +181.8% |
| 5Y | +473.3% | +113.1% | +360.2% | +282.9% |
| 10Y | +651.7% | +192.3% | +459.5% | +390.1% |
| All | +651.7% | +191.1% | +460.7% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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