+19.5%
IR vs NVDX
+772.1%
-752.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.5% | -10.2% | +5.7% | -3.5% |
| 30D | -13.9% | -7.3% | -6.6% | -13.5% |
| 3M | -0.3% | +5.5% | -5.9% | -1.6% |
| 6M | -14.3% | +18.3% | -32.6% | -17.0% |
| YTD | -7.9% | +11.4% | -19.3% | -10.7% |
| 1Y | -9.9% | +12.7% | -22.6% | -13.5% |
| All | +19.5% | +772.1% | -752.6% | -11.3% |
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