+14,551.4%
NVDA vs A
+247.2%
+14,304.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.5% |
| 7D | -4.3% | -4.6% | +0.3% | -1.1% |
| 30D | +0.5% | -4.3% | +4.8% | +3.6% |
| 3M | +9.1% | +8.9% | +0.1% | +1.8% |
| 6M | +18.5% | +24.5% | -6.1% | -2.3% |
| YTD | +17.4% | +5.8% | +11.5% | +8.8% |
| 1Y | +23.4% | +16.2% | +7.2% | +4.7% |
| 3Y | +380.6% | +28.5% | +352.1% | +243.0% |
| 5Y | +875.7% | -16.3% | +892.0% | +930.0% |
| All | +14,551.4% | +247.2% | +14,304.2% | +5,596.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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