-23.7%
FPS vs NVDX
-32.0%
+8.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +2.1% |
| 7D | +13.6% | -24.7% | +38.3% | +31.6% |
| 30D | -32.4% | -48.2% | +15.8% | -2.0% |
| 3M | -41.1% | -51.9% | +10.8% | -12.4% |
| 6M | -51.4% | -55.6% | +4.2% | -26.2% |
| All | -23.7% | -32.0% | +8.3% | -10.5% |
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 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