+911.9%
NVDA vs FLR
+245.1%
+666.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | +0.3% |
| 7D | -0.3% | -3.1% | +2.8% | +0.8% |
| 30D | +2.8% | +4.9% | -2.1% | +0.9% |
| 3M | +7.4% | +10.8% | -3.4% | +2.2% |
| 6M | +22.6% | +19.7% | +2.9% | +11.6% |
| YTD | +20.1% | +38.4% | -18.3% | +2.8% |
| 1Y | +31.2% | +34.7% | -3.5% | +12.5% |
| 3Y | +391.7% | +56.7% | +335.1% | +275.6% |
| 5Y | +911.9% | +241.6% | +670.3% | +514.1% |
| All | +911.9% | +245.1% | +666.8% | +514.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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