+261.0%
FLEX vs NSC
+73.7%
+187.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.7% |
| 7D | -19.3% | -6.2% | -13.1% | -16.8% |
| 30D | -41.5% | +2.6% | -44.1% | -42.4% |
| 3M | -43.1% | -5.8% | -37.3% | -41.6% |
| 6M | -48.2% | +2.1% | -50.3% | -49.3% |
| YTD | +15.5% | +12.7% | +2.8% | +7.2% |
| 1Y | +10.2% | +15.9% | -5.7% | +0.9% |
| All | +261.0% | +73.7% | +187.3% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling