+34.3%
FANG vs NVDX
-27.2%
+61.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -5.2% |
| 7D | -11.3% | -14.1% | +2.8% | -12.0% |
| 30D | -0.7% | -31.3% | +30.7% | -2.4% |
| 3M | -4.2% | -16.2% | +12.0% | -4.8% |
| 6M | -13.5% | -11.9% | -1.6% | -13.1% |
| YTD | +23.7% | -9.4% | +33.1% | +24.9% |
| 1Y | +34.3% | -23.9% | +58.2% | +37.6% |
| All | +34.3% | -27.2% | +61.5% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling