+8,269.1%
FLEX vs NTRS
+3,374.6%
+4,894.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +5.0% |
| 7D | +7.0% | +1.7% | +5.3% | +5.9% |
| 30D | -5.8% | +0.1% | -5.9% | -5.9% |
| 3M | -24.2% | +9.8% | -34.1% | -28.4% |
| 6M | +90.8% | +34.7% | +56.2% | +59.2% |
| YTD | +89.2% | +37.4% | +51.8% | +55.4% |
| 1Y | +104.7% | +48.2% | +56.6% | +60.4% |
| 3Y | +478.1% | +163.5% | +314.6% | +212.7% |
| 5Y | +726.2% | +88.2% | +638.0% | +430.5% |
| 10Y | +1,060.6% | +246.8% | +813.7% | +396.6% |
| All | +8,269.1% | +3,374.6% | +4,894.5% | +830.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling