+97.8%
META vs NVDX
+833.4%
-735.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | +6.0% | +7.3% | -1.3% | +4.7% |
| 30D | +3.6% | -0.9% | +4.5% | +3.2% |
| 3M | +4.9% | +8.4% | -3.5% | +2.1% |
| 6M | -4.7% | +38.2% | -42.9% | -12.0% |
| YTD | -6.9% | +19.3% | -26.2% | -12.5% |
| 1Y | -18.2% | +33.3% | -51.4% | -25.5% |
| All | +97.8% | +833.4% | -735.5% | -7.4% |
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