+1,086.7%
FLEX vs NSC
+324.0%
+762.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +6.4% | -2.0% | +8.4% | +7.8% |
| 30D | -5.9% | -3.2% | -2.7% | -4.0% |
| 3M | -23.5% | +3.9% | -27.4% | -25.8% |
| 6M | +83.7% | +7.8% | +75.9% | +73.3% |
| YTD | +86.5% | +13.4% | +73.1% | +69.3% |
| 1Y | +100.5% | +20.3% | +80.2% | +74.7% |
| 3Y | +469.8% | +76.1% | +393.8% | +271.2% |
| 5Y | +725.7% | +45.0% | +680.7% | +500.0% |
| 10Y | +1,086.7% | +335.7% | +751.0% | +421.8% |
| All | +1,086.7% | +324.0% | +762.7% | +421.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling