+589.5%
VRT vs NVDX
+772.1%
-182.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -8.4% | -10.2% | +1.8% | -4.0% |
| 30D | -10.9% | -7.3% | -3.5% | -8.6% |
| 3M | -13.7% | +5.5% | -19.2% | -16.9% |
| 6M | -4.1% | +18.3% | -22.4% | -14.6% |
| YTD | +58.7% | +11.4% | +47.3% | +43.7% |
| 1Y | +89.6% | +12.7% | +76.9% | +68.2% |
| All | +589.5% | +772.1% | -182.7% | +151.6% |
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