+10,310.1%
NVDA vs BA
+31.3%
+10,278.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -11.6% | -1.7% | -9.9% | -11.0% |
| 30D | -22.1% | -9.5% | -12.6% | -19.4% |
| 3M | -20.1% | -26.5% | +6.3% | -10.9% |
| 6M | -16.8% | -27.4% | +10.6% | -7.2% |
| YTD | -4.0% | -20.6% | +16.6% | +2.8% |
| 1Y | -4.8% | -11.4% | +6.6% | -2.6% |
| 3Y | +281.7% | -10.8% | +292.5% | +274.0% |
| 5Y | +485.4% | -21.9% | +507.3% | +488.7% |
| 10Y | +10,310.1% | +28.1% | +10,281.9% | +13,330.5% |
| All | +10,310.1% | +31.3% | +10,278.8% | +13,330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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