+301.9%
FLEX vs NVDX
+357.5%
-55.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.9% |
| 7D | +7.5% | -24.7% | +32.2% | +15.2% |
| 30D | -25.3% | -48.2% | +22.9% | -11.3% |
| 3M | -39.7% | -51.9% | +12.2% | -27.3% |
| 6M | -47.9% | -55.6% | +7.8% | -36.8% |
| YTD | +24.1% | -41.5% | +65.6% | +40.0% |
| 1Y | +26.0% | -44.0% | +69.9% | +42.9% |
| 3Y | +282.7% | +262.2% | +20.5% | +226.2% |
| All | +301.9% | +357.5% | -55.7% | +253.3% |
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