+104.7%
FLEX vs NTAP
+61.9%
+42.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.7% |
| 7D | +7.0% | +3.3% | +3.7% | +5.7% |
| 30D | -5.8% | -0.2% | -5.6% | -5.7% |
| 3M | -24.2% | +11.4% | -35.6% | -27.1% |
| 6M | +90.8% | +88.7% | +2.1% | +45.3% |
| YTD | +89.2% | +78.9% | +10.3% | +50.5% |
| 1Y | +104.7% | +58.8% | +45.9% | +80.6% |
| All | +104.7% | +61.9% | +42.8% | +80.6% |
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