+98.5%
FLEX vs NRG
-18.6%
+117.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -1.2% |
| 7D | -0.9% | +7.1% | -8.0% | -3.8% |
| 30D | -10.1% | -1.4% | -8.7% | -9.8% |
| 3M | -31.3% | -10.5% | -20.9% | -29.2% |
| 6M | +71.3% | -26.7% | +98.0% | +91.3% |
| YTD | +81.2% | -24.5% | +105.8% | +96.6% |
| 1Y | +98.5% | -18.6% | +117.1% | +116.0% |
| All | +98.5% | -18.6% | +117.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling