+98.5%
FLEX vs NWSA
+5.5%
+93.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.1% |
| 7D | -0.9% | -1.9% | +1.0% | -1.3% |
| 30D | -10.1% | +4.6% | -14.7% | -9.0% |
| 3M | -31.3% | +13.2% | -44.6% | -28.6% |
| 6M | +71.3% | +27.0% | +44.3% | +76.9% |
| YTD | +81.2% | +16.8% | +64.4% | +87.1% |
| 1Y | +98.5% | +4.5% | +94.0% | +105.5% |
| All | +98.5% | +5.5% | +93.0% | +105.5% |
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