+240.6%
NEM vs NVDX
+772.1%
-531.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -10.2% | +9.2% | -0.4% |
| 30D | +7.8% | -7.3% | +15.2% | +8.2% |
| 3M | +30.2% | +5.5% | +24.7% | +29.4% |
| 6M | +9.6% | +18.3% | -8.7% | +8.3% |
| YTD | +27.8% | +11.4% | +16.4% | +26.3% |
| 1Y | +60.7% | +12.7% | +48.0% | +58.5% |
| All | +240.6% | +772.1% | -531.5% | +233.5% |
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