+34.4%
BP vs NVDX
+772.1%
-737.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +5.2% | -10.2% | +15.4% | +5.5% |
| 30D | +8.7% | -7.3% | +16.0% | +8.8% |
| 3M | +9.3% | +5.5% | +3.8% | +8.8% |
| 6M | +13.6% | +18.3% | -4.7% | +12.2% |
| YTD | +37.7% | +11.4% | +26.2% | +36.1% |
| 1Y | +40.6% | +12.7% | +27.9% | +38.5% |
| All | +34.4% | +772.1% | -737.8% | +27.7% |
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