+20.5%
IR vs NVDX
+815.5%
-795.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.8% |
| 30D | -15.0% | +3.0% | -18.0% | -15.5% |
| 3M | -0.4% | +6.8% | -7.2% | -1.8% |
| 6M | -15.0% | +28.6% | -43.7% | -18.3% |
| YTD | -7.1% | +17.0% | -24.0% | -10.3% |
| 1Y | -7.5% | +27.0% | -34.6% | -12.4% |
| All | +20.5% | +815.5% | -795.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling