+190.1%
P vs NVDX
+772.1%
-582.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.3% | -10.2% | +8.9% | +1.9% |
| 30D | -11.9% | -7.3% | -4.5% | -10.8% |
| 3M | +41.6% | +5.5% | +36.1% | +36.4% |
| 6M | +58.1% | +18.3% | +39.8% | +44.5% |
| YTD | +46.5% | +11.4% | +35.1% | +35.8% |
| 1Y | +19.1% | +12.7% | +6.4% | +8.6% |
| All | +190.1% | +772.1% | -582.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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