-22.1%
Z vs NVDX
+454.9%
-477.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -8.7% | +12.5% | +4.6% |
| 7D | -5.2% | -23.4% | +18.2% | -3.0% |
| 30D | +5.7% | -41.5% | +47.2% | +10.6% |
| 3M | -8.7% | -41.1% | +32.3% | -5.0% |
| 6M | -26.0% | -40.9% | +14.9% | -23.6% |
| YTD | -55.0% | -29.1% | -26.0% | -54.9% |
| 1Y | -58.0% | -33.5% | -24.5% | -57.8% |
| 3Y | -15.2% | +369.1% | -384.3% | -40.0% |
| All | -22.1% | +454.9% | -477.0% | -48.5% |
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