+25.0%
FLEX vs NTAP
+66.6%
-41.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -11.6% |
| 7D | -17.0% | -16.1% | -0.9% | -10.1% |
| 30D | -33.8% | -15.9% | -17.9% | -28.2% |
| 3M | -39.0% | -1.2% | -37.8% | -37.8% |
| 6M | -15.9% | +70.1% | -86.0% | -29.3% |
| YTD | +27.8% | +77.9% | -50.1% | +7.4% |
| 1Y | +25.0% | +68.1% | -43.2% | +12.8% |
| All | +25.0% | +66.6% | -41.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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