+258.4%
NVDA vs FLEX
+301.8%
-43.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.3% |
| 7D | -13.2% | +2.2% | -15.4% | -14.4% |
| 30D | -23.2% | -32.6% | +9.4% | -11.3% |
| 3M | -20.0% | -35.5% | +15.5% | -6.5% |
| 6M | -20.6% | -45.6% | +24.9% | -3.1% |
| YTD | -6.6% | +30.7% | -37.3% | -34.1% |
| 1Y | -9.8% | +28.4% | -38.2% | -36.3% |
| All | +258.4% | +301.8% | -43.4% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling