+460.2%
FLEX vs NVD
-99.2%
+559.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.1% |
| 7D | -0.9% | -11.1% | +10.2% | -3.8% |
| 30D | -10.1% | -13.3% | +3.1% | -12.4% |
| 3M | -31.3% | -19.8% | -11.5% | -32.9% |
| 6M | +71.3% | -48.8% | +120.1% | +54.6% |
| YTD | +81.2% | -49.7% | +130.9% | +65.4% |
| 1Y | +98.5% | -61.4% | +159.9% | +75.3% |
| 3Y | +428.2% | -99.1% | +527.4% | +222.4% |
| All | +460.2% | -99.2% | +559.4% | +234.8% |
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