-3.7%
EFX vs NVDX
+815.5%
-819.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.1% | -2.0% |
| 7D | -9.4% | -0.9% | -8.5% | -9.3% |
| 30D | -6.9% | +3.0% | -9.9% | -7.2% |
| 3M | +0.1% | +6.8% | -6.6% | -0.7% |
| 6M | -17.3% | +28.6% | -45.9% | -19.4% |
| YTD | -21.8% | +17.0% | -38.8% | -23.6% |
| 1Y | -32.5% | +27.0% | -59.6% | -34.9% |
| All | -3.7% | +815.5% | -819.3% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling