+111.5%
USB vs NVDX
+454.9%
-343.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.7% | +11.2% | +2.9% |
| 7D | +0.8% | -23.4% | +24.1% | +1.9% |
| 30D | +6.8% | -41.5% | +48.3% | +9.4% |
| 3M | -3.8% | -41.1% | +37.3% | -1.7% |
| 6M | +11.7% | -40.9% | +52.6% | +13.7% |
| YTD | +17.5% | -29.1% | +46.6% | +17.6% |
| 1Y | +33.8% | -33.5% | +67.3% | +34.2% |
| 3Y | +104.2% | +369.1% | -264.9% | +64.4% |
| All | +111.5% | +454.9% | -343.4% | +62.9% |
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