+806.2%
NVDX vs FDS
-38.4%
+844.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -4.0% |
| 7D | -8.6% | -16.0% | +7.3% | -7.6% |
| 30D | -1.4% | -6.7% | +5.3% | -0.9% |
| 3M | +10.6% | +6.0% | +4.7% | +10.3% |
| 6M | +20.2% | +25.1% | -4.9% | +16.2% |
| YTD | +11.8% | -8.1% | +19.9% | +19.3% |
| 1Y | +12.9% | -26.0% | +38.9% | +33.6% |
| All | +806.2% | -38.4% | +844.6% | +982.2% |
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