+7,836.4%
NVDA vs B
+216.6%
+7,619.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -12.7% | -7.3% | -5.4% | -11.6% |
| 30D | -26.4% | -3.3% | -23.1% | -26.1% |
| 3M | -27.6% | -7.8% | -19.9% | -26.8% |
| 6M | -27.7% | -15.5% | -12.2% | -26.0% |
| YTD | -12.5% | -12.3% | -0.2% | -11.5% |
| 1Y | -12.6% | +5.4% | -18.0% | -14.4% |
| 3Y | +235.9% | +165.5% | +70.4% | +179.0% |
| 5Y | +438.2% | +107.0% | +331.2% | +354.4% |
| All | +7,836.4% | +216.6% | +7,619.9% | +6,696.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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