+626.9%
FLEX vs NWSA
+149.3%
+477.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -13.6% | -9.7% | -4.0% | -8.8% |
| 30D | -36.5% | -8.6% | -27.9% | -33.7% |
| 3M | -36.4% | -6.3% | -30.1% | -35.0% |
| 6M | -46.5% | -1.2% | -45.3% | -48.0% |
| YTD | +25.9% | +2.6% | +23.3% | +18.5% |
| 1Y | +19.6% | 0.0% | +19.5% | +14.2% |
| 3Y | +287.0% | +30.1% | +257.0% | +213.9% |
| 5Y | +466.6% | +18.3% | +448.3% | +369.8% |
| 10Y | +626.9% | +149.3% | +477.6% | +267.5% |
| All | +626.9% | +149.3% | +477.6% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling