-80.8%
FIG vs NVDX
+3.2%
-84.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.9% |
| 7D | -12.2% | -8.6% | -3.6% | -11.6% |
| 30D | -11.0% | -1.4% | -9.5% | -11.1% |
| 3M | +11.9% | +10.6% | +1.2% | +10.0% |
| 6M | -21.9% | +20.2% | -42.1% | -25.7% |
| YTD | -40.8% | +11.8% | -52.6% | -43.0% |
| 1Y | -56.6% | +12.9% | -69.5% | -58.0% |
| All | -80.8% | +3.2% | -84.1% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling