-36.4%
FICO vs NVDX
+29.6%
-66.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +5.2% |
| 7D | -10.6% | -0.9% | -9.7% | -10.6% |
| 30D | -6.3% | +3.0% | -9.3% | -6.1% |
| 3M | -19.7% | +6.8% | -26.5% | -18.5% |
| 6M | -31.8% | +28.6% | -60.4% | -30.3% |
| YTD | -41.8% | +17.0% | -58.8% | -40.9% |
| 1Y | -36.4% | +27.0% | -63.4% | -35.7% |
| All | -36.4% | +29.6% | -66.0% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling