+7,917.6%
FLEX vs NI
+2,513.4%
+5,404.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -0.9% | +2.0% | -2.9% | -1.9% |
| 30D | -10.1% | -3.5% | -6.6% | -8.5% |
| 3M | -31.3% | -9.1% | -22.2% | -28.4% |
| 6M | +71.3% | -11.8% | +83.1% | +80.9% |
| YTD | +81.2% | +1.1% | +80.2% | +78.7% |
| 1Y | +98.5% | +6.7% | +91.8% | +90.0% |
| 3Y | +428.2% | +71.1% | +357.2% | +294.2% |
| 5Y | +657.3% | +94.3% | +563.0% | +422.6% |
| 10Y | +995.9% | +135.8% | +860.1% | +561.2% |
| All | +7,917.6% | +2,513.4% | +5,404.2% | +1,611.8% |
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