+5,681.7%
FLEX vs NI
+2,795.5%
+2,886.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.2% |
| 3M | -35.5% | +9.2% | -44.6% | -38.3% |
| 6M | -45.6% | -1.8% | -43.7% | -45.4% |
| YTD | +30.7% | +12.0% | +18.7% | +22.3% |
| 1Y | +28.4% | +6.4% | +21.9% | +23.2% |
| 3Y | +301.7% | +99.4% | +202.3% | +178.4% |
| 5Y | +473.3% | +113.1% | +360.2% | +278.2% |
| 10Y | +651.7% | +192.3% | +459.5% | +308.1% |
| All | +5,681.7% | +2,795.5% | +2,886.2% | +1,072.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling