+48.6%
FE vs NVDX
+871.3%
-822.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | +1.9% | +11.6% | -9.7% | +2.2% |
| 30D | -1.2% | +7.5% | -8.7% | -0.9% |
| 3M | +3.5% | +2.1% | +1.4% | +3.7% |
| 6M | -6.1% | +35.5% | -41.6% | -5.1% |
| YTD | +7.6% | +24.1% | -16.5% | +8.6% |
| 1Y | +11.9% | +33.0% | -21.0% | +13.3% |
| All | +48.6% | +871.3% | -822.7% | +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 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