+62.1%
V vs NVDX
+772.1%
-710.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.2% | -10.2% | +9.0% | -1.0% |
| 30D | +3.1% | -7.3% | +10.4% | +3.2% |
| 3M | +16.3% | +5.5% | +10.8% | +15.8% |
| 6M | +20.4% | +18.3% | +2.1% | +18.9% |
| YTD | +6.3% | +11.4% | -5.2% | +5.0% |
| 1Y | +8.7% | +12.7% | -4.0% | +7.0% |
| All | +62.1% | +772.1% | -710.0% | +32.2% |
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 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