+19.7%
IR vs NVDX
+774.9%
-755.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.2% |
| 7D | -3.1% | -8.6% | +5.6% | -2.2% |
| 30D | -14.0% | -1.4% | -12.6% | -14.1% |
| 3M | +3.7% | +10.6% | -6.9% | +2.0% |
| 6M | -15.4% | +20.2% | -35.5% | -18.1% |
| YTD | -7.7% | +11.8% | -19.5% | -10.5% |
| 1Y | -8.8% | +12.9% | -21.7% | -12.5% |
| All | +19.7% | +774.9% | -755.1% | -11.1% |
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