+686.2%
FLEX vs NTR
+98.7%
+587.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -3.1% |
| 7D | +0.1% | -2.5% | +2.6% | +1.2% |
| 30D | -11.8% | +17.0% | -28.8% | -17.7% |
| 3M | -22.6% | +22.2% | -44.7% | -29.7% |
| 6M | +77.3% | +5.2% | +72.2% | +69.1% |
| YTD | +78.8% | +29.7% | +49.1% | +53.3% |
| 1Y | +86.1% | +39.4% | +46.7% | +52.6% |
| 3Y | +446.2% | +38.2% | +408.0% | +337.0% |
| 5Y | +689.7% | +47.6% | +642.1% | +418.9% |
| All | +686.2% | +98.7% | +587.6% | +262.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling