+55.6%
VFC vs NVDX
-27.2%
+82.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.2% | +10.6% | +4.7% |
| 7D | +21.5% | -14.1% | +35.5% | +22.4% |
| 30D | +46.7% | -31.3% | +78.0% | +49.8% |
| 3M | +38.4% | -16.2% | +54.6% | +39.0% |
| 6M | +15.2% | -11.9% | +27.1% | +14.6% |
| YTD | +17.8% | -9.4% | +27.2% | +14.1% |
| 1Y | +55.6% | -23.9% | +79.4% | +50.1% |
| All | +55.6% | -27.2% | +82.8% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling