+153.9%
FN vs NVDX
+833.4%
-679.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.5% |
| 7D | +3.5% | +7.3% | -3.8% | +0.9% |
| 30D | -26.0% | -0.9% | -25.1% | -26.1% |
| 3M | -33.3% | +8.4% | -41.6% | -35.8% |
| 6M | -14.9% | +38.2% | -53.1% | -25.8% |
| YTD | -8.6% | +19.3% | -27.8% | -16.3% |
| 1Y | +12.3% | +33.3% | -20.9% | -1.8% |
| All | +153.9% | +833.4% | -679.5% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling