-3.5%
ES vs NVDX
+39.2%
-42.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | +0.3% | +11.6% | -11.3% | +0.6% |
| 30D | -2.0% | +7.5% | -9.5% | -1.6% |
| 3M | +1.7% | +2.1% | -0.4% | +2.5% |
| 6M | -3.5% | +35.5% | -39.1% | -4.4% |
| All | -3.5% | +39.2% | -42.7% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling