+22.1%
EW vs NVDX
+772.1%
-750.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -6.2% | -10.2% | +4.1% | -5.5% |
| 30D | -9.3% | -7.3% | -2.0% | -9.1% |
| 3M | -1.6% | +5.5% | -7.2% | -2.5% |
| 6M | -0.8% | +18.3% | -19.1% | -2.9% |
| YTD | -1.0% | +11.4% | -12.5% | -3.1% |
| 1Y | +8.2% | +12.7% | -4.5% | +5.3% |
| All | +22.1% | +772.1% | -750.0% | -14.0% |
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 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