+552.4%
FLEX vs NRG
+1,284.9%
-732.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.6% |
| 7D | +7.5% | +10.0% | -2.5% | +3.6% |
| 30D | -25.3% | -3.2% | -22.0% | -23.8% |
| 3M | -39.7% | -18.5% | -21.2% | -34.2% |
| 6M | -47.9% | -25.3% | -22.6% | -41.7% |
| YTD | +24.1% | -38.1% | +62.2% | +47.9% |
| 1Y | +26.0% | -40.7% | +66.6% | +52.6% |
| 3Y | +282.7% | +121.8% | +160.9% | +167.7% |
| 5Y | +424.2% | +209.2% | +215.0% | +216.1% |
| 10Y | +613.8% | +981.4% | -367.6% | +155.0% |
| All | +552.4% | +1,284.9% | -732.5% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling