+1,115.5%
FLEX vs NTRS
+259.9%
+855.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.5% |
| 7D | +5.7% | +1.4% | +4.4% | +4.8% |
| 30D | -7.0% | -0.7% | -6.4% | -6.6% |
| 3M | -23.8% | +11.3% | -35.1% | -28.9% |
| 6M | +82.6% | +35.5% | +47.1% | +50.5% |
| YTD | +91.6% | +40.6% | +51.0% | +53.8% |
| 1Y | +100.6% | +49.2% | +51.3% | +55.0% |
| 3Y | +479.8% | +167.2% | +312.5% | +203.1% |
| 5Y | +746.5% | +94.9% | +651.6% | +423.8% |
| All | +1,115.5% | +259.9% | +855.6% | +439.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling