+7,917.6%
FLEX vs NOC
+5,031.5%
+2,886.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.5% |
| 7D | -0.9% | -5.2% | +4.3% | +1.3% |
| 30D | -10.1% | -7.2% | -2.9% | -7.5% |
| 3M | -31.3% | -5.1% | -26.2% | -30.6% |
| 6M | +71.3% | -31.1% | +102.3% | +96.9% |
| YTD | +81.2% | -8.6% | +89.8% | +83.6% |
| 1Y | +98.5% | -9.7% | +108.2% | +101.7% |
| 3Y | +428.2% | +24.3% | +404.0% | +344.0% |
| 5Y | +657.3% | +52.6% | +604.6% | +454.7% |
| 10Y | +995.9% | +183.6% | +812.3% | +468.7% |
| All | +7,917.6% | +5,031.5% | +2,886.1% | +1,450.8% |
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