+5,470.8%
FLEX vs NOC
+5,366.6%
+104.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -3.4% |
| 7D | -13.6% | -0.3% | -13.3% | -13.3% |
| 30D | -36.5% | +14.1% | -50.6% | -40.1% |
| 3M | -36.4% | -4.6% | -31.8% | -35.7% |
| 6M | -46.5% | +0.7% | -47.2% | -47.7% |
| YTD | +25.9% | -2.6% | +28.5% | +23.6% |
| 1Y | +19.6% | -1.0% | +20.5% | +16.4% |
| 3Y | +287.0% | +24.5% | +262.5% | +226.8% |
| 5Y | +466.6% | +64.3% | +402.3% | +300.1% |
| 10Y | +626.9% | +162.8% | +464.2% | +292.1% |
| All | +5,470.8% | +5,366.6% | +104.2% | +943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling