-8.2%
VFC vs NVDX
+34.6%
-42.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.3% |
| 7D | -1.6% | +11.6% | -13.2% | -2.2% |
| 30D | -11.6% | +7.5% | -19.2% | -12.0% |
| 3M | -18.1% | +2.1% | -20.2% | -18.8% |
| 6M | -27.4% | +35.5% | -62.9% | -29.0% |
| YTD | -24.8% | +24.1% | -48.9% | -27.1% |
| 1Y | -8.2% | +33.0% | -41.2% | -8.3% |
| All | -8.2% | +34.6% | -42.8% | -8.3% |
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 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