+127.9%
NOK vs FLEX
+608.2%
-480.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.4% |
| 7D | +5.4% | +7.5% | -2.1% | +3.1% |
| 30D | -14.1% | -25.3% | +11.1% | -6.9% |
| 3M | -23.6% | -39.7% | +16.1% | -12.0% |
| 6M | -45.1% | -47.9% | +2.7% | -34.3% |
| YTD | +24.7% | +24.1% | +0.6% | +18.1% |
| 1Y | +19.0% | +26.0% | -6.9% | +11.9% |
| 3Y | +147.0% | +282.7% | -135.7% | +69.1% |
| 5Y | +58.2% | +424.2% | -366.1% | -1.5% |
| All | +127.9% | +608.2% | -480.2% | +19.4% |
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