+478.1%
FLEX vs NWSA
+44.8%
+433.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.0% |
| 7D | +7.0% | -2.6% | +9.6% | +7.9% |
| 30D | -5.8% | +4.6% | -10.4% | -7.4% |
| 3M | -24.2% | +10.2% | -34.4% | -27.8% |
| 6M | +90.8% | +21.6% | +69.2% | +71.7% |
| YTD | +89.2% | +14.6% | +74.5% | +74.8% |
| 1Y | +104.7% | +0.4% | +104.4% | +106.4% |
| 3Y | +478.1% | +45.0% | +433.1% | +357.6% |
| All | +478.1% | +44.8% | +433.3% | +357.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling