-26.1%
EL vs NVDX
+772.1%
-798.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -6.5% | -10.2% | +3.7% | -5.8% |
| 30D | +11.1% | -7.3% | +18.5% | +11.6% |
| 3M | +10.7% | +5.5% | +5.2% | +9.7% |
| 6M | +6.9% | +18.3% | -11.4% | +4.2% |
| YTD | -6.3% | +11.4% | -17.7% | -8.6% |
| 1Y | +13.5% | +12.7% | +0.8% | +10.0% |
| All | -26.1% | +772.1% | -798.2% | -27.7% |
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 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