+106.3%
USB vs NVDX
+507.9%
-401.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.8% |
| 7D | 0.0% | -18.2% | +18.2% | +0.9% |
| 30D | +5.8% | -40.2% | +46.1% | +8.3% |
| 3M | -6.0% | -32.6% | +26.7% | -4.5% |
| 6M | +7.8% | -30.6% | +38.3% | +8.8% |
| YTD | +14.6% | -22.3% | +36.9% | +14.3% |
| 1Y | +31.8% | -27.1% | +58.9% | +31.6% |
| 3Y | +91.5% | +441.8% | -350.3% | +51.9% |
| All | +106.3% | +507.9% | -401.7% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling