+474.2%
NVDA vs FLEX
+473.3%
+0.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +0.9% |
| 7D | -13.2% | +2.2% | -15.4% | -14.8% |
| 30D | -23.2% | -32.6% | +9.4% | -8.1% |
| 3M | -20.0% | -35.5% | +15.5% | -2.9% |
| 6M | -20.6% | -45.6% | +24.9% | +1.5% |
| YTD | -6.6% | +30.7% | -37.3% | -39.3% |
| 1Y | -9.8% | +28.4% | -38.2% | -41.4% |
| 3Y | +260.5% | +301.7% | -41.2% | -14.2% |
| All | +474.2% | +473.3% | +0.9% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling