+440.9%
FLEX vs NTRS
+165.3%
+275.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -5.0% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | -11.8% | +0.2% | -11.9% | -11.9% |
| 3M | -22.6% | +13.2% | -35.8% | -28.3% |
| 6M | +77.3% | +36.9% | +40.4% | +45.8% |
| YTD | +78.8% | +39.1% | +39.7% | +45.1% |
| 1Y | +86.1% | +50.4% | +35.6% | +44.1% |
| All | +440.9% | +165.3% | +275.5% | +200.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling