+726.2%
FLEX vs NWSA
+40.6%
+685.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.2% |
| 7D | +7.0% | -2.6% | +9.6% | +8.2% |
| 30D | -5.8% | +4.6% | -10.4% | -7.9% |
| 3M | -24.2% | +10.2% | -34.4% | -28.8% |
| 6M | +90.8% | +21.6% | +69.2% | +69.5% |
| YTD | +89.2% | +14.6% | +74.5% | +72.0% |
| 1Y | +104.7% | +0.4% | +104.4% | +100.1% |
| 3Y | +478.1% | +45.0% | +433.1% | +358.1% |
| 5Y | +726.2% | +41.3% | +684.9% | +537.4% |
| All | +726.2% | +40.6% | +685.5% | +537.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling