+3,154.3%
FLEX vs NTAP
+22,264.5%
-19,110.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +8.0% | +10.3% |
| 7D | -7.2% | -5.0% | -2.2% | -4.6% |
| 30D | -34.8% | -25.8% | -9.0% | -25.6% |
| 3M | -35.6% | -6.9% | -28.7% | -33.2% |
| 6M | -45.0% | +50.0% | -95.0% | -53.9% |
| YTD | +29.4% | +66.9% | -37.6% | +2.9% |
| 1Y | +24.8% | +58.3% | -33.5% | +1.6% |
| 3Y | +304.4% | +145.1% | +159.3% | +171.1% |
| 5Y | +484.1% | +114.2% | +369.9% | +312.0% |
| 10Y | +640.4% | +576.6% | +63.9% | +213.6% |
| All | +3,154.3% | +22,264.5% | -19,110.1% | +279.2% |
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 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