+25.0%
FLEX vs NWSA
+18.2%
+6.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.7% | -16.1% | -10.5% |
| 7D | -17.0% | +4.3% | -21.2% | -15.1% |
| 30D | -33.8% | +5.6% | -39.4% | -32.0% |
| 3M | -39.0% | +7.3% | -46.3% | -36.8% |
| 6M | -15.9% | +18.8% | -34.7% | -11.1% |
| YTD | +27.8% | +17.9% | +10.0% | +35.1% |
| 1Y | +25.0% | +19.3% | +5.6% | +31.5% |
| All | +25.0% | +18.2% | +6.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling