+1,086.7%
FLEX vs NOC
+186.7%
+900.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +6.4% | -1.6% | +7.9% | +6.7% |
| 30D | -5.9% | -10.4% | +4.5% | -3.5% |
| 3M | -23.5% | -5.6% | -17.9% | -22.8% |
| 6M | +83.7% | -30.4% | +114.1% | +100.5% |
| YTD | +86.5% | -8.5% | +95.0% | +88.0% |
| 1Y | +100.5% | -8.3% | +108.8% | +101.8% |
| 3Y | +469.8% | +28.2% | +441.6% | +398.2% |
| 5Y | +725.7% | +56.7% | +668.9% | +534.9% |
| 10Y | +1,086.7% | +189.3% | +897.4% | +609.9% |
| All | +1,086.7% | +186.7% | +900.0% | +609.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling