+129.7%
EOSE vs NVDX
+772.1%
-642.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.8% | -10.2% | +12.0% | +4.6% |
| 30D | -6.8% | -7.3% | +0.5% | -5.2% |
| 3M | -36.3% | +5.5% | -41.8% | -37.9% |
| 6M | -38.8% | +18.3% | -57.0% | -42.0% |
| YTD | -65.5% | +11.4% | -77.0% | -66.4% |
| 1Y | -45.3% | +12.7% | -58.0% | -47.2% |
| All | +129.7% | +772.1% | -642.5% | +67.5% |
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