-100.0%
VIVK vs NVDX
+772.1%
-872.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.4% |
| 7D | -4.4% | -10.2% | +5.8% | -4.3% |
| 30D | -40.8% | -7.3% | -33.5% | -40.8% |
| 3M | -94.1% | +5.5% | -99.7% | -94.1% |
| 6M | -98.2% | +18.3% | -116.5% | -98.2% |
| YTD | -98.0% | +11.4% | -109.5% | -98.0% |
| 1Y | -100.0% | +12.7% | -112.6% | -100.0% |
| All | -100.0% | +772.1% | -872.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling