+478.9%
FLEX vs NVDX
+774.9%
-296.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.0% |
| 7D | +0.1% | -8.6% | +8.8% | +2.4% |
| 30D | -11.8% | -1.4% | -10.3% | -11.8% |
| 3M | -22.6% | +10.6% | -33.2% | -25.2% |
| 6M | +77.3% | +20.2% | +57.2% | +67.0% |
| YTD | +78.8% | +11.8% | +67.0% | +70.1% |
| 1Y | +86.1% | +12.9% | +73.2% | +74.9% |
| All | +478.9% | +774.9% | -296.0% | +329.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling