+449.4%
FLEX vs NOC
+27.2%
+422.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.1% |
| 7D | -0.9% | -5.2% | +4.3% | -1.6% |
| 30D | -10.1% | -7.2% | -2.9% | -11.0% |
| 3M | -31.3% | -5.1% | -26.2% | -31.5% |
| 6M | +71.3% | -31.1% | +102.3% | +67.6% |
| YTD | +81.2% | -8.6% | +89.8% | +82.2% |
| 1Y | +98.5% | -9.7% | +108.2% | +99.3% |
| All | +449.4% | +27.2% | +422.2% | +476.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling