+689.7%
FLEX vs NRG
+183.6%
+506.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -11.8% | -6.8% | -5.0% | -9.3% |
| 3M | -22.6% | -7.1% | -15.4% | -21.3% |
| 6M | +77.3% | -27.6% | +104.9% | +98.6% |
| YTD | +78.8% | -29.2% | +108.0% | +102.0% |
| 1Y | +86.1% | -29.9% | +116.0% | +110.9% |
| 3Y | +446.2% | +198.7% | +247.6% | +222.3% |
| 5Y | +689.7% | +192.9% | +496.8% | +374.9% |
| All | +689.7% | +183.6% | +506.1% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling