-32.7%
BBWI vs NVDX
+833.4%
-866.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.8% |
| 7D | +1.6% | +7.3% | -5.7% | +1.0% |
| 30D | -6.2% | -0.9% | -5.3% | -6.4% |
| 3M | +4.3% | +8.4% | -4.0% | +2.7% |
| 6M | -7.2% | +38.2% | -45.3% | -11.6% |
| YTD | -3.0% | +19.3% | -22.3% | -6.7% |
| 1Y | -30.8% | +33.3% | -64.0% | -34.5% |
| All | -32.7% | +833.4% | -866.1% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling