+91.8%
D vs NVDX
+357.5%
-265.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.1% |
| 7D | -1.4% | -24.7% | +23.4% | -2.3% |
| 30D | +7.7% | -48.2% | +55.9% | +5.4% |
| 3M | -0.3% | -51.9% | +51.6% | -2.5% |
| 6M | +10.1% | -55.6% | +65.7% | +7.6% |
| YTD | +19.1% | -41.5% | +60.6% | +17.9% |
| 1Y | +15.9% | -44.0% | +59.9% | +14.8% |
| 3Y | +75.0% | +262.2% | -187.2% | +84.0% |
| All | +91.8% | +357.5% | -265.8% | +95.9% |
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