+433,968.9%
NVDA vs FLEX
+920.5%
+433,048.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | 0.0% |
| 7D | -12.7% | +7.5% | -20.2% | -16.5% |
| 30D | -26.4% | -25.3% | -1.1% | -16.9% |
| 3M | -27.6% | -39.7% | +12.0% | -10.0% |
| 6M | -27.7% | -47.9% | +20.1% | -6.6% |
| YTD | -12.5% | +24.1% | -36.6% | -32.6% |
| 1Y | -12.6% | +26.0% | -38.6% | -33.7% |
| 3Y | +235.9% | +282.7% | -46.7% | +40.6% |
| 5Y | +438.2% | +424.2% | +14.0% | +94.6% |
| 10Y | +7,445.8% | +613.8% | +6,832.0% | +1,911.4% |
| All | +433,968.9% | +920.5% | +433,048.4% | +89,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling