-25.6%
EFX vs NVDX
+34.6%
-60.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -6.3% |
| 7D | -8.6% | +11.6% | -20.2% | -8.1% |
| 30D | +0.1% | +7.5% | -7.4% | +0.6% |
| 3M | +3.8% | +2.1% | +1.7% | +5.2% |
| 6M | -13.5% | +35.5% | -49.0% | -11.9% |
| YTD | -17.7% | +24.1% | -41.8% | -16.8% |
| 1Y | -25.6% | +33.0% | -58.5% | -21.4% |
| All | -25.6% | +34.6% | -60.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling