+393.8%
NVDX vs FIVE
+41.0%
+352.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.4% | -7.6% | -8.5% |
| 7D | -17.5% | +2.4% | -20.0% | -18.4% |
| 30D | -49.2% | +15.8% | -65.1% | -51.9% |
| 3M | -49.3% | +3.8% | -53.1% | -50.6% |
| 6M | -52.0% | +18.5% | -70.5% | -55.9% |
| YTD | -39.1% | +31.2% | -70.3% | -46.6% |
| 1Y | -45.8% | +61.8% | -107.6% | -56.3% |
| 3Y | +281.3% | +39.9% | +241.4% | +127.0% |
| All | +393.8% | +41.0% | +352.8% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling