+98.5%
FLEX vs NTRS
+47.2%
+51.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -10.1% | +1.7% | -11.8% | -11.2% |
| 3M | -31.3% | +8.9% | -40.2% | -35.3% |
| 6M | +71.3% | +30.6% | +40.7% | +40.9% |
| YTD | +81.2% | +38.7% | +42.6% | +43.1% |
| 1Y | +98.5% | +48.1% | +50.4% | +52.1% |
| All | +98.5% | +47.2% | +51.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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