+1.5%
FICO vs NVDX
+833.4%
-831.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.4% |
| 7D | -15.4% | +7.3% | -22.7% | -16.0% |
| 30D | -10.4% | -0.9% | -9.5% | -10.5% |
| 3M | -22.7% | +8.4% | -31.1% | -23.9% |
| 6M | -36.8% | +38.2% | -74.9% | -39.7% |
| YTD | -44.8% | +19.3% | -64.1% | -46.8% |
| 1Y | -39.3% | +33.3% | -72.6% | -43.0% |
| All | +1.5% | +833.4% | -831.8% | -40.9% |
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