+23.8%
EXC vs NVDX
+833.4%
-809.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.5% |
| 7D | +1.2% | +7.3% | -6.1% | +1.6% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | -1.0% | +8.4% | -9.3% | -0.2% |
| 6M | -9.3% | +38.2% | -47.4% | -7.3% |
| YTD | +3.6% | +19.3% | -15.7% | +5.4% |
| 1Y | +5.9% | +33.3% | -27.3% | +8.7% |
| All | +23.8% | +833.4% | -809.6% | +40.3% |
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