+445.8%
FLEX vs NTR
+81.1%
+364.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | -0.3% | +7.8% | +7.6% |
| 30D | -25.3% | +2.0% | -27.2% | -26.3% |
| 3M | -39.7% | +6.4% | -46.1% | -41.9% |
| 6M | -47.9% | +1.6% | -49.5% | -49.2% |
| YTD | +24.1% | +18.2% | +5.9% | +9.8% |
| 1Y | +26.0% | +23.9% | +2.0% | +8.4% |
| 3Y | +282.7% | +44.7% | +238.0% | +195.1% |
| 5Y | +424.2% | +21.3% | +402.9% | +284.4% |
| All | +445.8% | +81.1% | +364.7% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling