+25.0%
FLEX vs NTRS
+43.5%
-18.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.1% | -15.5% | -14.8% |
| 7D | -17.0% | +3.6% | -20.5% | -19.5% |
| 30D | -33.8% | +4.3% | -38.2% | -36.2% |
| 3M | -39.0% | -1.9% | -37.1% | -38.1% |
| 6M | -15.9% | +11.4% | -27.3% | -22.2% |
| YTD | +27.8% | +32.3% | -4.5% | -0.9% |
| 1Y | +25.0% | +42.5% | -17.6% | -10.3% |
| All | +25.0% | +43.5% | -18.5% | -10.3% |
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