+663.2%
FLEX vs NOC
+53.6%
+609.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | -0.9% | -5.2% | +4.3% | -0.9% |
| 30D | -10.1% | -7.2% | -2.9% | -10.1% |
| 3M | -31.3% | -5.1% | -26.2% | -31.2% |
| 6M | +71.3% | -31.1% | +102.3% | +74.8% |
| YTD | +81.2% | -8.6% | +89.8% | +81.9% |
| 1Y | +98.5% | -9.7% | +108.2% | +99.3% |
| 3Y | +428.2% | +24.3% | +404.0% | +410.5% |
| All | +663.2% | +53.6% | +609.6% | +565.7% |
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