+279.0%
C vs NVDX
+774.9%
-495.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +0.9% |
| 7D | +0.3% | -8.6% | +8.9% | +1.1% |
| 30D | +2.0% | -1.4% | +3.5% | +1.9% |
| 3M | +4.4% | +10.6% | -6.3% | +2.5% |
| 6M | +28.3% | +20.2% | +8.2% | +24.2% |
| YTD | +20.5% | +11.8% | +8.7% | +17.0% |
| 1Y | +45.5% | +12.9% | +32.6% | +40.2% |
| All | +279.0% | +774.9% | -495.9% | +231.3% |
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 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