+25.0%
FLEX vs NSC
+24.4%
+0.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.3% | -12.5% |
| 7D | -17.0% | +1.8% | -18.8% | -17.3% |
| 30D | -33.8% | +8.8% | -42.7% | -35.4% |
| 3M | -39.0% | +1.2% | -40.3% | -39.2% |
| 6M | -15.9% | +11.3% | -27.2% | -19.6% |
| YTD | +27.8% | +20.7% | +7.1% | +18.9% |
| 1Y | +25.0% | +23.4% | +1.6% | +14.3% |
| All | +25.0% | +24.4% | +0.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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