+416.3%
COMP vs NVDX
+454.9%
-38.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.7% | +14.4% | +6.7% |
| 7D | +14.5% | -23.4% | +37.9% | +17.8% |
| 30D | +14.9% | -41.5% | +56.4% | +21.5% |
| 3M | -14.2% | -41.1% | +26.9% | -9.7% |
| 6M | +23.7% | -40.9% | +64.6% | +29.2% |
| YTD | +2.1% | -29.1% | +31.2% | +4.0% |
| 1Y | +26.2% | -33.5% | +59.7% | +28.8% |
| 3Y | +470.9% | +369.1% | +101.8% | +291.5% |
| All | +416.3% | +454.9% | -38.6% | +220.3% |
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