-37.9%
BBWI vs NVDX
+774.9%
-812.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.1% |
| 7D | -8.0% | -8.6% | +0.6% | -7.3% |
| 30D | -6.6% | -1.4% | -5.2% | -6.8% |
| 3M | -2.7% | +10.6% | -13.3% | -4.4% |
| 6M | -12.8% | +20.2% | -32.9% | -15.8% |
| YTD | -10.5% | +11.8% | -22.3% | -13.4% |
| 1Y | -35.3% | +12.9% | -48.3% | -37.8% |
| All | -37.9% | +774.9% | -812.7% | -40.1% |
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