+5,681.7%
FLEX vs NSC
+2,996.4%
+2,685.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +2.2% | -3.5% | +5.8% | +4.6% |
| 30D | -32.6% | +3.9% | -36.6% | -34.2% |
| 3M | -35.5% | -0.8% | -34.7% | -35.5% |
| 6M | -45.6% | +7.1% | -52.7% | -48.1% |
| YTD | +30.7% | +16.4% | +14.3% | +18.7% |
| 1Y | +28.4% | +16.9% | +11.5% | +16.4% |
| 3Y | +301.7% | +78.4% | +223.3% | +183.6% |
| 5Y | +473.3% | +33.1% | +440.2% | +370.3% |
| 10Y | +651.7% | +299.9% | +351.9% | +241.6% |
| All | +5,681.7% | +2,996.4% | +2,685.3% | +837.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling