+2,804.8%
FLEX vs NTAP
+21,390.6%
-18,585.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | -19.3% | -15.1% | -4.3% | -13.3% |
| 30D | -41.5% | -28.1% | -13.5% | -32.5% |
| 3M | -43.1% | -11.4% | -31.7% | -39.8% |
| 6M | -48.2% | +52.2% | -100.4% | -56.9% |
| YTD | +15.5% | +60.4% | -44.9% | -6.8% |
| 1Y | +10.2% | +51.0% | -40.8% | -8.6% |
| 3Y | +256.8% | +135.6% | +121.3% | +142.8% |
| 5Y | +408.2% | +107.5% | +300.7% | +262.8% |
| 10Y | +580.8% | +608.6% | -27.8% | +182.7% |
| All | +2,804.8% | +21,390.6% | -18,585.7% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling