+1,086.7%
FLEX vs NWSA
+144.0%
+942.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | +6.4% | -3.1% | +9.4% | +8.1% |
| 30D | -5.9% | +4.3% | -10.1% | -8.2% |
| 3M | -23.5% | +9.2% | -32.7% | -28.6% |
| 6M | +83.7% | +21.6% | +62.2% | +60.8% |
| YTD | +86.5% | +14.2% | +72.3% | +67.5% |
| 1Y | +100.5% | +1.8% | +98.7% | +91.5% |
| 3Y | +469.8% | +44.4% | +425.4% | +341.9% |
| 5Y | +725.7% | +41.0% | +684.7% | +528.3% |
| 10Y | +1,086.7% | +150.0% | +936.7% | +498.3% |
| All | +1,086.7% | +144.0% | +942.7% | +498.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling