+138.6%
NOK vs FLEX
+1,128.1%
-989.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.2% | -2.4% | +2.9% |
| 7D | +11.0% | +5.7% | +5.2% | +9.3% |
| 30D | +7.8% | -7.0% | +14.9% | +9.9% |
| 3M | -21.0% | -23.8% | +2.8% | -15.2% |
| 6M | +40.9% | +82.6% | -41.8% | +19.9% |
| YTD | +72.0% | +91.6% | -19.6% | +44.1% |
| 1Y | +140.9% | +100.6% | +40.4% | +98.4% |
| 3Y | +194.3% | +479.8% | -285.5% | +78.9% |
| 5Y | +112.5% | +746.5% | -634.0% | +15.9% |
| All | +138.6% | +1,128.1% | -989.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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