+108.9%
FCX vs NVDX
+772.1%
-663.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.3% | -10.2% | +7.9% | -0.5% |
| 30D | +2.7% | -7.3% | +10.0% | +3.5% |
| 3M | +7.4% | +5.5% | +1.9% | +5.4% |
| 6M | +16.0% | +18.3% | -2.3% | +11.3% |
| YTD | +40.9% | +11.4% | +29.5% | +35.6% |
| 1Y | +56.4% | +12.7% | +43.7% | +49.4% |
| All | +108.9% | +772.1% | -663.2% | +48.3% |
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 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