+119.2%
BB vs NVDX
+774.9%
-655.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.0% |
| 7D | -2.1% | -8.6% | +6.6% | -0.7% |
| 30D | -16.0% | -1.4% | -14.6% | -16.0% |
| 3M | -14.5% | +10.6% | -25.1% | -16.3% |
| 6M | +118.6% | +20.2% | +98.4% | +109.7% |
| YTD | +98.9% | +11.8% | +87.1% | +91.5% |
| 1Y | +99.5% | +12.9% | +86.6% | +90.3% |
| All | +119.2% | +774.9% | -655.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling