-24.5%
VFC vs NVDX
+833.4%
-857.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.5% |
| 7D | +0.8% | +7.3% | -6.5% | +0.1% |
| 30D | -11.9% | -0.9% | -11.0% | -12.1% |
| 3M | -20.2% | +8.4% | -28.5% | -21.3% |
| 6M | -23.0% | +38.2% | -61.1% | -26.5% |
| YTD | -26.2% | +19.3% | -45.5% | -28.9% |
| 1Y | -13.3% | +33.3% | -46.6% | -18.5% |
| All | -24.5% | +833.4% | -857.9% | -38.7% |
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