+112.5%
FN vs NVDX
+394.1%
-281.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -11.0% | +6.2% | -1.0% |
| 7D | -4.1% | -34.6% | +30.5% | +10.8% |
| 30D | -28.3% | -47.9% | +19.6% | -10.2% |
| 3M | -33.9% | -44.4% | +10.5% | -19.5% |
| 6M | -43.9% | -47.3% | +3.4% | -31.5% |
| YTD | -23.4% | -36.9% | +13.4% | -12.9% |
| 1Y | -25.4% | -46.8% | +21.4% | -10.6% |
| 3Y | +107.9% | +295.2% | -187.3% | +32.3% |
| All | +112.5% | +394.1% | -281.6% | +24.4% |
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 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