+730.0%
FLEX vs NTRS
+93.2%
+636.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.6% |
| 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% | -28.5% |
| 6M | +82.6% | +35.5% | +47.1% | +53.0% |
| YTD | +91.6% | +40.6% | +51.0% | +56.7% |
| 1Y | +100.6% | +49.2% | +51.3% | +58.6% |
| 3Y | +479.8% | +167.2% | +312.5% | +226.0% |
| All | +730.0% | +93.2% | +636.8% | +438.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling