+373.9%
NVDX vs FDS
-22.1%
+396.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -24.7% | +1.5% | -26.2% | -24.7% |
| 30D | -48.2% | +14.8% | -63.0% | -48.5% |
| 3M | -51.9% | +16.3% | -68.2% | -52.1% |
| 6M | -55.6% | +66.2% | -121.9% | -57.8% |
| YTD | -41.5% | +16.2% | -57.8% | -38.4% |
| 1Y | -44.0% | +21.8% | -65.8% | -42.4% |
| 3Y | +262.2% | -23.9% | +286.1% | +356.4% |
| All | +373.9% | -22.1% | +396.0% | +459.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling