+644.7%
FLEX vs NOC
+159.4%
+485.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +17.1% | +4.5% | +12.5% | +15.9% |
| 30D | -29.5% | +14.1% | -43.6% | -31.7% |
| 3M | -37.3% | -4.5% | -32.8% | -36.8% |
| 6M | -44.1% | -0.8% | -43.3% | -44.4% |
| YTD | +29.3% | -2.5% | +31.8% | +28.2% |
| 1Y | +24.2% | -0.1% | +24.2% | +22.3% |
| 3Y | +297.3% | +24.6% | +272.7% | +255.8% |
| 5Y | +446.2% | +65.6% | +380.6% | +314.2% |
| All | +644.7% | +159.4% | +485.3% | +364.6% |
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