+25.0%
FLEX vs NOC
-7.1%
+32.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.5% | -7.8% | -13.2% |
| 7D | -17.0% | -5.0% | -12.0% | -17.9% |
| 30D | -33.8% | +10.3% | -44.2% | -32.2% |
| 3M | -39.0% | -4.3% | -34.7% | -38.9% |
| 6M | -15.9% | -6.5% | -9.4% | -14.0% |
| YTD | +27.8% | -6.7% | +34.6% | +28.4% |
| 1Y | +25.0% | -7.5% | +32.5% | +24.7% |
| All | +25.0% | -7.1% | +32.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling