+141.5%
FITB vs NVDX
+833.4%
-691.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | +2.8% | +7.3% | -4.5% | +2.5% |
| 30D | -4.5% | -0.9% | -3.6% | -4.6% |
| 3M | +5.7% | +8.4% | -2.7% | +4.9% |
| 6M | +17.1% | +38.2% | -21.1% | +14.4% |
| YTD | +18.3% | +19.3% | -0.9% | +16.2% |
| 1Y | +23.9% | +33.3% | -9.4% | +20.4% |
| All | +141.5% | +833.4% | -691.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling