+614.8%
FLEX vs NTAP
+583.1%
+31.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.6% |
| 7D | +7.5% | +7.2% | +0.3% | +3.7% |
| 30D | -25.3% | -18.4% | -6.9% | -16.3% |
| 3M | -39.7% | -11.3% | -28.4% | -35.1% |
| 6M | -47.9% | +53.8% | -101.6% | -59.0% |
| YTD | +24.1% | +72.0% | -47.9% | -9.1% |
| 1Y | +26.0% | +68.0% | -42.1% | -6.5% |
| 3Y | +282.7% | +149.5% | +133.2% | +123.8% |
| 5Y | +424.2% | +125.6% | +298.6% | +218.3% |
| All | +614.8% | +583.1% | +31.7% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling