+1,086.7%
FLEX vs NWSA
+143.2%
+943.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +6.4% | -3.4% | +9.7% | +8.3% |
| 30D | -5.9% | +3.9% | -9.8% | -8.1% |
| 3M | -23.5% | +8.9% | -32.3% | -28.4% |
| 6M | +83.7% | +21.2% | +62.6% | +61.1% |
| YTD | +86.5% | +13.8% | +72.7% | +67.8% |
| 1Y | +100.5% | +1.4% | +99.1% | +91.8% |
| 3Y | +469.8% | +44.0% | +425.9% | +342.7% |
| 5Y | +725.7% | +40.5% | +685.2% | +529.5% |
| 10Y | +1,086.7% | +149.2% | +937.5% | +499.4% |
| All | +1,086.7% | +143.2% | +943.5% | +499.4% |
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