+103.3%
ESI vs NVDX
+833.4%
-730.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.1% |
| 7D | +5.4% | +7.3% | -1.9% | +4.3% |
| 30D | -4.2% | -0.9% | -3.3% | -4.3% |
| 3M | -9.6% | +8.4% | -18.0% | -11.3% |
| 6M | +18.3% | +38.2% | -19.8% | +11.5% |
| YTD | +45.8% | +19.3% | +26.6% | +39.4% |
| 1Y | +39.2% | +33.3% | +5.9% | +30.2% |
| All | +103.3% | +833.4% | -730.0% | +43.0% |
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