-55.6%
NVDX vs FDS
+57.3%
-113.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -24.7% | +1.5% | -26.2% | -24.5% |
| 30D | -48.2% | +14.8% | -63.0% | -46.3% |
| 3M | -51.9% | +16.3% | -68.2% | -49.6% |
| 6M | -55.6% | +66.2% | -121.9% | -50.8% |
| All | -55.6% | +57.3% | -113.0% | -50.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling