+54.6%
XLE vs NVDX
+774.9%
-720.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | -0.5% |
| 7D | +0.5% | -8.6% | +9.1% | +0.7% |
| 30D | +6.6% | -1.4% | +8.0% | +6.5% |
| 3M | +12.3% | +10.6% | +1.6% | +11.6% |
| 6M | +18.4% | +20.2% | -1.8% | +17.0% |
| YTD | +47.2% | +11.8% | +35.4% | +45.6% |
| 1Y | +50.3% | +12.9% | +37.4% | +48.0% |
| All | +54.6% | +774.9% | -720.3% | +48.4% |
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