+344.7%
MOD vs NVDX
+815.5%
-470.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.7% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | -2.6% | +3.0% | -5.6% | -4.4% |
| 3M | -33.1% | +6.8% | -39.9% | -35.5% |
| 6M | -7.5% | +28.6% | -36.1% | -17.7% |
| YTD | +39.3% | +17.0% | +22.3% | +26.3% |
| 1Y | +34.3% | +27.0% | +7.2% | +16.2% |
| All | +344.7% | +815.5% | -470.8% | +114.2% |
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