+14,535.0%
NVDA vs FLEX
+1,045.7%
+13,489.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.8% | -0.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | +0.4% | -11.8% | +12.2% | +6.6% |
| 3M | +9.0% | -22.6% | +31.5% | +20.3% |
| 6M | +18.3% | +77.3% | -59.0% | -23.2% |
| YTD | +17.2% | +78.8% | -61.5% | -25.0% |
| 1Y | +23.3% | +86.1% | -62.8% | -24.0% |
| 3Y | +380.0% | +446.2% | -66.2% | +56.0% |
| 5Y | +874.6% | +689.7% | +184.9% | +161.9% |
| All | +14,535.0% | +1,045.7% | +13,489.3% | +2,759.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling