-22.0%
FICO vs NVDX
+376.7%
-398.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -0.9% |
| 7D | +1.4% | -17.5% | +19.0% | +2.7% |
| 30D | -0.8% | -49.2% | +48.5% | +3.8% |
| 3M | -31.3% | -49.3% | +18.0% | -28.4% |
| 6M | -33.9% | -52.0% | +18.0% | -31.3% |
| YTD | -57.6% | -39.1% | -18.5% | -57.3% |
| 1Y | -59.7% | -45.8% | -13.9% | -59.0% |
| 3Y | -28.0% | +281.3% | -309.3% | -52.8% |
| All | -22.0% | +376.7% | -398.7% | -52.6% |
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