+19.6%
FLEX vs NWSA
-0.1%
+19.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.6% |
| 7D | -13.6% | -9.7% | -4.0% | -14.0% |
| 30D | -36.5% | -8.6% | -27.9% | -36.5% |
| 3M | -36.4% | -6.3% | -30.1% | -35.7% |
| 6M | -46.5% | -1.2% | -45.3% | -43.8% |
| YTD | +25.9% | +2.6% | +23.3% | +29.4% |
| 1Y | +19.6% | 0.0% | +19.5% | +24.7% |
| All | +19.6% | -0.1% | +19.7% | +24.7% |
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