+86.1%
FLEX vs NTR
+41.6%
+44.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -4.6% |
| 7D | +0.1% | -2.5% | +2.6% | -0.3% |
| 30D | -11.8% | +17.0% | -28.8% | -9.2% |
| 3M | -22.6% | +22.2% | -44.7% | -19.8% |
| 6M | +77.3% | +5.2% | +72.2% | +78.9% |
| YTD | +78.8% | +29.7% | +49.1% | +76.2% |
| 1Y | +86.1% | +39.4% | +46.7% | +83.3% |
| All | +86.1% | +41.6% | +44.4% | +83.3% |
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