+503.9%
FLEX vs NVDX
+815.5%
-311.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | +6.4% | -0.9% | +7.2% | +6.5% |
| 30D | -5.9% | +3.0% | -8.8% | -7.0% |
| 3M | -23.5% | +6.8% | -30.2% | -25.4% |
| 6M | +83.7% | +28.6% | +55.1% | +70.1% |
| YTD | +86.5% | +17.0% | +69.5% | +75.4% |
| 1Y | +100.5% | +27.0% | +73.5% | +83.5% |
| All | +503.9% | +815.5% | -311.6% | +342.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling