+104.7%
FLEX vs NOC
-8.3%
+113.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.5% |
| 7D | +7.0% | -2.7% | +9.7% | +6.6% |
| 30D | -5.8% | -8.9% | +3.1% | -6.9% |
| 3M | -24.2% | -3.7% | -20.5% | -23.9% |
| 6M | +90.8% | -30.8% | +121.6% | +100.8% |
| YTD | +89.2% | -7.9% | +97.1% | +89.8% |
| 1Y | +104.7% | -9.4% | +114.1% | +106.6% |
| All | +104.7% | -8.3% | +113.1% | +106.6% |
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 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