+149.9%
BAC vs NVDX
+772.1%
-622.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | 0.0% | -10.2% | +10.2% | +0.5% |
| 30D | -2.8% | -7.3% | +4.6% | -2.6% |
| 3M | +14.2% | +5.5% | +8.7% | +13.5% |
| 6M | +30.5% | +18.3% | +12.2% | +28.2% |
| YTD | +15.8% | +11.4% | +4.4% | +13.8% |
| 1Y | +26.2% | +12.7% | +13.5% | +23.4% |
| All | +149.9% | +772.1% | -622.3% | +129.9% |
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