+416.7%
FLEX vs NOC
+56.0%
+360.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -5.8% | -13.5% | -19.5% |
| 30D | -41.5% | +10.9% | -52.4% | -41.3% |
| 3M | -43.1% | -7.1% | -36.0% | -43.1% |
| 6M | -48.2% | -5.3% | -42.9% | -48.0% |
| YTD | +15.5% | -6.8% | +22.3% | +16.1% |
| 1Y | +10.2% | -6.7% | +16.9% | +10.8% |
| 3Y | +256.8% | +17.2% | +239.7% | +254.9% |
| All | +416.7% | +56.0% | +360.7% | +390.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling