-23.9%
NVDX vs FDS
+31.1%
-55.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.9% | -9.1% | -5.6% |
| 7D | -14.1% | +9.4% | -23.5% | -12.4% |
| 30D | -31.3% | +23.8% | -55.1% | -28.5% |
| 3M | -16.2% | +25.1% | -41.3% | -12.1% |
| 6M | -11.9% | +53.8% | -65.7% | -2.1% |
| YTD | -9.4% | +19.6% | -29.0% | 0.0% |
| 1Y | -23.9% | +31.6% | -55.5% | -11.4% |
| All | -23.9% | +31.1% | -55.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling