+5,389.6%
FLEX vs NI
+2,827.3%
+2,562.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | +7.5% | +4.3% | +3.1% | +5.3% |
| 30D | -25.3% | +12.4% | -37.6% | -29.6% |
| 3M | -39.7% | +10.2% | -49.9% | -42.6% |
| 6M | -47.9% | -0.8% | -47.1% | -48.0% |
| YTD | +24.1% | +13.2% | +10.9% | +15.5% |
| 1Y | +26.0% | +10.1% | +15.9% | +18.8% |
| 3Y | +282.7% | +103.1% | +179.6% | +162.8% |
| 5Y | +424.2% | +115.5% | +308.7% | +243.8% |
| 10Y | +613.8% | +195.5% | +418.3% | +285.3% |
| All | +5,389.6% | +2,827.3% | +2,562.3% | +1,006.7% |
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