+10.5%
NEM vs NVDX
+37.4%
-26.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | +3.1% | -0.9% | +3.9% | +3.3% |
| 30D | +10.0% | +3.0% | +7.0% | +8.6% |
| 3M | +30.9% | +6.8% | +24.1% | +27.1% |
| 6M | +10.5% | +28.6% | -18.1% | -3.8% |
| All | +10.5% | +37.4% | -26.8% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling