+1,115.5%
FLEX vs NRG
+1,083.9%
+31.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.5% |
| 7D | +5.7% | -4.7% | +10.4% | +7.9% |
| 30D | -7.0% | -6.0% | -1.1% | -4.8% |
| 3M | -23.8% | -8.0% | -15.9% | -22.2% |
| 6M | +82.6% | -23.2% | +105.8% | +99.0% |
| YTD | +91.6% | -28.1% | +119.7% | +114.3% |
| 1Y | +100.6% | -27.3% | +127.8% | +123.0% |
| 3Y | +479.8% | +208.7% | +271.1% | +247.8% |
| 5Y | +746.5% | +197.7% | +548.8% | +403.7% |
| All | +1,115.5% | +1,083.9% | +31.6% | +476.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling