-24.2%
VFC vs NVDX
+772.1%
-796.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | -1.4% | -10.2% | +8.8% | -0.3% |
| 30D | -9.0% | -7.3% | -1.6% | -8.5% |
| 3M | -24.2% | +5.5% | -29.7% | -25.1% |
| 6M | -18.5% | +18.3% | -36.8% | -21.0% |
| YTD | -25.9% | +11.4% | -37.3% | -28.1% |
| 1Y | -13.0% | +12.7% | -25.7% | -16.6% |
| All | -24.2% | +772.1% | -796.3% | -38.0% |
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