+245.7%
NEM vs NVDX
+815.5%
-569.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | +3.1% | -0.9% | +3.9% | +3.1% |
| 30D | +10.0% | +3.0% | +7.0% | +9.7% |
| 3M | +30.9% | +6.8% | +24.1% | +30.0% |
| 6M | +10.5% | +28.6% | -18.1% | +8.8% |
| YTD | +29.7% | +17.0% | +12.7% | +27.8% |
| 1Y | +71.1% | +27.0% | +44.1% | +68.0% |
| All | +245.7% | +815.5% | -569.9% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling