+894.7%
FLEX vs NRG
+1,598.0%
-703.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | +7.0% | +9.3% | -2.3% | +3.2% |
| 30D | -5.8% | +1.3% | -7.1% | -6.5% |
| 3M | -24.2% | -6.0% | -18.2% | -23.3% |
| 6M | +90.8% | -22.0% | +112.8% | +105.9% |
| YTD | +89.2% | -24.1% | +113.3% | +106.4% |
| 1Y | +104.7% | -18.0% | +122.7% | +116.3% |
| 3Y | +478.1% | +220.0% | +258.1% | +246.9% |
| 5Y | +726.2% | +201.1% | +525.1% | +396.1% |
| 10Y | +1,060.6% | +1,085.1% | -24.5% | +291.2% |
| All | +894.7% | +1,598.0% | -703.3% | +227.3% |
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