+640.4%
FLEX vs NTAP
+608.6%
+31.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +8.0% | +9.8% |
| 7D | -7.2% | -5.0% | -2.2% | -3.9% |
| 30D | -34.8% | -25.8% | -9.0% | -23.0% |
| 3M | -35.6% | -6.9% | -28.7% | -32.5% |
| 6M | -45.0% | +50.0% | -95.0% | -56.1% |
| YTD | +29.4% | +66.9% | -37.6% | -3.7% |
| 1Y | +24.8% | +58.3% | -33.5% | -4.2% |
| 3Y | +304.4% | +145.1% | +159.3% | +138.9% |
| 5Y | +484.1% | +114.2% | +369.9% | +264.4% |
| 10Y | +640.4% | +576.6% | +63.9% | +206.2% |
| All | +640.4% | +608.6% | +31.8% | +206.2% |
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