+686.3%
PL vs NVDX
+815.5%
-129.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.9% |
| 7D | -13.9% | -0.9% | -13.0% | -13.8% |
| 30D | -25.5% | +3.0% | -28.4% | -26.2% |
| 3M | -44.8% | +6.8% | -51.5% | -46.1% |
| 6M | -33.3% | +28.6% | -61.9% | -37.6% |
| YTD | -12.7% | +17.0% | -29.7% | -17.2% |
| 1Y | +90.9% | +27.0% | +63.9% | +76.4% |
| All | +686.3% | +815.5% | -129.2% | +433.3% |
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