+295.2%
NVDX vs FIVE
+43.9%
+251.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.1% | -10.9% | -10.9% |
| 7D | -34.6% | +7.3% | -41.9% | -36.3% |
| 30D | -47.9% | +18.1% | -66.0% | -50.9% |
| 3M | -44.4% | +7.7% | -52.1% | -46.5% |
| 6M | -47.3% | +13.6% | -61.0% | -50.9% |
| YTD | -36.9% | +34.6% | -71.4% | -45.0% |
| 1Y | -46.8% | +66.2% | -113.1% | -57.5% |
| 3Y | +295.2% | +43.5% | +251.7% | +146.1% |
| All | +295.2% | +43.9% | +251.3% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling