+452.5%
FLEX vs NVD
-99.1%
+551.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -3.0% |
| 7D | +0.1% | +9.0% | -8.9% | +2.4% |
| 30D | -11.8% | -5.5% | -6.3% | -12.0% |
| 3M | -22.6% | -24.6% | +2.1% | -25.7% |
| 6M | +77.3% | -42.1% | +119.4% | +65.0% |
| YTD | +78.8% | -44.3% | +123.1% | +67.6% |
| 1Y | +86.1% | -54.2% | +140.2% | +71.1% |
| 3Y | +446.2% | -99.1% | +545.3% | +235.2% |
| All | +452.5% | -99.1% | +551.7% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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