+68.2%
FDX vs NVDX
+774.9%
-706.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.1% |
| 7D | -3.9% | -8.6% | +4.8% | -3.4% |
| 30D | -3.3% | -1.4% | -1.9% | -3.4% |
| 3M | -2.0% | +10.6% | -12.6% | -2.9% |
| 6M | +8.0% | +20.2% | -12.1% | +6.1% |
| YTD | +35.0% | +11.8% | +23.2% | +32.7% |
| 1Y | +73.7% | +12.9% | +60.8% | +69.7% |
| All | +68.2% | +774.9% | -706.6% | +20.6% |
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 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