-3.2%
EFX vs NVDX
+772.1%
-775.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -4.5% | -10.2% | +5.7% | -4.0% |
| 30D | -6.1% | -7.3% | +1.3% | -5.9% |
| 3M | +6.2% | +5.5% | +0.7% | +5.4% |
| 6M | -11.2% | +18.3% | -29.5% | -13.0% |
| YTD | -21.4% | +11.4% | -32.9% | -23.0% |
| 1Y | -34.3% | +12.7% | -47.0% | -36.1% |
| All | -3.2% | +772.1% | -775.3% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling