-79.9%
FIG vs NVDX
+2.9%
-82.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | -3.8% | -10.2% | +6.4% | -3.0% |
| 30D | -2.3% | -7.3% | +5.0% | -2.2% |
| 3M | +20.0% | +5.5% | +14.4% | +18.7% |
| 6M | -16.7% | +18.3% | -35.0% | -20.6% |
| YTD | -37.9% | +11.4% | -49.4% | -40.2% |
| 1Y | -58.5% | +12.7% | -71.2% | -59.8% |
| All | -79.9% | +2.9% | -82.8% | -80.7% |
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 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