+42.4%
BABA vs NVDX
+815.5%
-773.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.7% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -17.3% | +3.0% | -20.3% | -17.8% |
| 3M | -7.8% | +6.8% | -14.5% | -9.0% |
| 6M | -16.8% | +28.6% | -45.4% | -19.5% |
| YTD | -24.7% | +17.0% | -41.7% | -26.8% |
| 1Y | -24.9% | +27.0% | -52.0% | -27.7% |
| All | +42.4% | +815.5% | -773.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling