+464.3%
FLEX vs NTR
+40.7%
+423.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +6.4% | +0.5% | +5.8% | +6.3% |
| 30D | -5.9% | +21.7% | -27.6% | -8.5% |
| 3M | -23.5% | +22.8% | -46.2% | -25.9% |
| 6M | +83.7% | +8.2% | +75.5% | +80.2% |
| YTD | +86.5% | +32.9% | +53.6% | +71.5% |
| 1Y | +100.5% | +45.3% | +55.2% | +78.3% |
| All | +464.3% | +40.7% | +423.5% | +390.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling