+14,551.4%
NVDA vs FLEX
+1,045.7%
+13,505.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | +0.5% | -11.8% | +12.3% | +6.7% |
| 3M | +9.1% | -22.6% | +31.6% | +20.4% |
| 6M | +18.5% | +77.3% | -58.9% | -23.1% |
| YTD | +17.4% | +78.8% | -61.4% | -24.9% |
| 1Y | +23.4% | +86.1% | -62.6% | -24.0% |
| 3Y | +380.6% | +446.2% | -65.6% | +56.2% |
| 5Y | +875.7% | +689.7% | +186.0% | +162.2% |
| All | +14,551.4% | +1,045.7% | +13,505.7% | +2,762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLEX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling