-17.8%
Z vs NVDX
+833.4%
-851.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -6.1% |
| 7D | -3.3% | +7.3% | -10.6% | -3.9% |
| 30D | -3.7% | -0.9% | -2.8% | -3.9% |
| 3M | -7.0% | +8.4% | -15.4% | -8.5% |
| 6M | -29.5% | +38.2% | -67.7% | -33.0% |
| YTD | -52.6% | +19.3% | -71.8% | -54.4% |
| 1Y | -64.0% | +33.3% | -97.3% | -66.3% |
| All | -17.8% | +833.4% | -851.2% | -47.9% |
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