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  • FLEX vs NTRS✓SelectedUSD · NTRSFLEX vs NTRS performance historyLatest closeAs of+4.38%09/08
Stock and ETF performance explorer

FLEX vs NTRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,269.1%
NTRS return
+3,374.6%
Excess return
+4,894.5%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNTRSExcessAlpha
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