+50.8%
FE vs NVDX
+357.5%
-306.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.0% |
| 7D | +1.2% | -24.7% | +26.0% | +0.7% |
| 30D | +4.5% | -48.2% | +52.7% | +3.2% |
| 3M | +1.3% | -51.9% | +53.2% | 0.0% |
| 6M | +8.7% | -55.6% | +64.3% | +7.3% |
| YTD | +9.2% | -41.5% | +50.7% | +8.6% |
| 1Y | +7.0% | -44.0% | +51.0% | +6.4% |
| 3Y | +51.4% | +262.2% | -210.8% | +57.5% |
| All | +50.8% | +357.5% | -306.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling