+89.5%
VZ vs NVDX
+774.9%
-685.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.3% |
| 7D | -1.2% | -8.6% | +7.4% | -1.6% |
| 30D | +5.7% | -1.4% | +7.2% | +5.8% |
| 3M | +8.2% | +10.6% | -2.4% | +9.1% |
| 6M | +1.7% | +20.2% | -18.4% | +3.2% |
| YTD | +28.9% | +11.8% | +17.1% | +30.7% |
| 1Y | +22.7% | +12.9% | +9.8% | +24.9% |
| All | +89.5% | +774.9% | -685.4% | +95.7% |
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 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