+304.0%
FLEX vs NVD
-98.7%
+402.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.8% | +9.6% | +2.2% |
| 7D | +2.2% | +27.3% | -25.1% | +10.7% |
| 30D | -32.6% | +59.9% | -92.6% | -21.5% |
| 3M | -35.5% | +39.4% | -74.9% | -26.3% |
| 6M | -45.6% | +27.6% | -73.2% | -37.4% |
| YTD | +30.7% | -17.9% | +48.6% | +40.4% |
| 1Y | +28.4% | -14.5% | +42.8% | +40.4% |
| 3Y | +301.7% | -98.6% | +400.2% | +180.7% |
| All | +304.0% | -98.7% | +402.7% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling