+652.8%
FLEX vs NWSA
+146.9%
+506.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +2.2% | -12.2% | +14.4% | +9.9% |
| 30D | -32.6% | -8.7% | -24.0% | -29.7% |
| 3M | -35.5% | -6.0% | -29.5% | -34.1% |
| 6M | -45.6% | -0.3% | -45.2% | -47.4% |
| YTD | +30.7% | +3.5% | +27.2% | +22.4% |
| 1Y | +28.4% | +0.8% | +27.6% | +22.1% |
| 3Y | +301.7% | +31.1% | +270.5% | +224.4% |
| 5Y | +473.3% | +18.8% | +454.5% | +374.5% |
| All | +652.8% | +146.9% | +506.0% | +277.0% |
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