+1,123.2%
FLEX vs NWSA
+98.2%
+1,025.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | -19.3% | -9.4% | -9.9% | -15.3% |
| 30D | -41.5% | -7.8% | -33.8% | -39.4% |
| 3M | -43.1% | -10.8% | -32.4% | -40.4% |
| 6M | -48.2% | +1.1% | -49.3% | -50.3% |
| YTD | +15.5% | +1.8% | +13.7% | +9.6% |
| 1Y | +10.2% | +6.0% | +4.2% | +2.0% |
| 3Y | +256.8% | +24.6% | +232.3% | +201.9% |
| 5Y | +408.2% | +13.1% | +395.1% | +339.5% |
| 10Y | +580.9% | +148.5% | +432.3% | +270.5% |
| All | +1,123.2% | +98.2% | +1,025.1% | +627.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling