+640.4%
FLEX vs NOC
+158.6%
+481.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.7% | +9.3% | +11.4% |
| 7D | -7.2% | -2.9% | -4.2% | -6.4% |
| 30D | -34.8% | +12.1% | -46.9% | -36.5% |
| 3M | -35.6% | -5.3% | -30.3% | -34.9% |
| 6M | -45.0% | -1.0% | -44.0% | -45.3% |
| YTD | +29.4% | -4.3% | +33.7% | +28.9% |
| 1Y | +24.8% | -3.6% | +28.4% | +24.0% |
| 3Y | +304.4% | +22.9% | +281.5% | +263.1% |
| 5Y | +484.1% | +60.4% | +423.7% | +347.9% |
| 10Y | +640.4% | +161.3% | +479.2% | +366.5% |
| All | +640.4% | +158.6% | +481.8% | +366.5% |
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