+107.0%
META vs NVDX
+394.1%
-287.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.0% | +11.0% | +1.9% |
| 7D | +3.3% | -34.6% | +37.9% | +10.4% |
| 30D | -10.8% | -47.9% | +37.2% | -0.9% |
| 3M | +7.9% | -44.4% | +52.3% | +17.6% |
| 6M | +5.4% | -47.3% | +52.7% | +14.3% |
| YTD | -2.6% | -36.9% | +34.3% | +1.2% |
| 1Y | +1.9% | -46.8% | +48.7% | +8.5% |
| 3Y | +97.0% | +295.2% | -198.2% | +12.4% |
| All | +107.0% | +394.1% | -287.1% | +7.0% |
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