+848.3%
NVDX vs FIVE
+41.0%
+807.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.9% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +3.0% | +5.0% | -2.0% | +0.5% |
| 3M | +6.8% | +29.5% | -22.7% | -3.9% |
| 6M | +28.6% | +12.4% | +16.2% | +20.3% |
| YTD | +17.0% | +31.2% | -14.2% | +3.1% |
| 1Y | +27.0% | +72.9% | -45.8% | +0.6% |
| All | +848.3% | +41.0% | +807.4% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling