+98.5%
FLEX vs NVDX
+34.6%
+63.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | -0.9% | +11.6% | -12.5% | -5.3% |
| 30D | -10.1% | +7.5% | -17.7% | -13.4% |
| 3M | -31.3% | +2.1% | -33.5% | -33.5% |
| 6M | +71.3% | +35.5% | +35.7% | +44.5% |
| YTD | +81.2% | +24.1% | +57.1% | +55.1% |
| 1Y | +98.5% | +33.0% | +65.5% | +68.1% |
| All | +98.5% | +34.6% | +63.9% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling