+444.8%
NVDA vs FLR
+112.0%
+332.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -12.7% | +5.4% | -18.1% | -14.7% |
| 30D | -26.4% | +2.8% | -29.2% | -27.3% |
| 3M | -27.6% | -6.4% | -21.2% | -26.1% |
| 6M | -27.7% | +8.8% | -36.5% | -31.3% |
| YTD | -12.5% | +23.6% | -36.1% | -22.6% |
| 1Y | -12.6% | +13.8% | -26.4% | -20.2% |
| 3Y | +235.9% | +36.5% | +199.5% | +165.4% |
| All | +444.8% | +112.0% | +332.7% | +262.6% |
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