-46.1%
FLEX vs NOC
-0.4%
-45.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.7% | +9.3% | +13.1% |
| 7D | -7.2% | -2.9% | -4.2% | -9.3% |
| 30D | -34.8% | +12.1% | -46.9% | -29.6% |
| 3M | -35.6% | -5.3% | -30.3% | -36.9% |
| All | -46.1% | -0.4% | -45.7% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling