+103.3%
BAC vs NVDX
+357.5%
-254.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.2% |
| 7D | +3.2% | -24.7% | +28.0% | +4.6% |
| 30D | -0.7% | -48.2% | +47.4% | +2.3% |
| 3M | -20.0% | -51.9% | +31.9% | -17.4% |
| 6M | +3.4% | -55.6% | +59.1% | +6.8% |
| YTD | -5.7% | -41.5% | +35.8% | -4.7% |
| 1Y | -1.4% | -44.0% | +42.5% | -0.2% |
| 3Y | +97.9% | +262.2% | -164.3% | +89.4% |
| All | +103.3% | +357.5% | -254.2% | +92.6% |
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