+98.5%
FLEX vs NTR
+43.1%
+55.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.2% |
| 7D | -0.9% | +8.1% | -9.0% | +0.5% |
| 30D | -10.1% | +18.8% | -28.9% | -7.4% |
| 3M | -31.3% | +16.2% | -47.6% | -29.3% |
| 6M | +71.3% | +9.8% | +61.5% | +72.3% |
| YTD | +81.2% | +30.9% | +50.4% | +78.7% |
| 1Y | +98.5% | +41.8% | +56.7% | +95.7% |
| All | +98.5% | +43.1% | +55.4% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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