+7,836.4%
NVDA vs BAC
+228.6%
+7,607.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -12.7% | +3.2% | -16.0% | -14.3% |
| 30D | -26.4% | -0.7% | -25.7% | -26.2% |
| 3M | -27.6% | -20.0% | -7.7% | -19.0% |
| 6M | -27.7% | +3.4% | -31.1% | -29.7% |
| YTD | -12.5% | -5.7% | -6.7% | -10.9% |
| 1Y | -12.6% | -1.4% | -11.2% | -13.3% |
| 3Y | +235.9% | +97.9% | +138.0% | +121.1% |
| 5Y | +438.2% | +22.9% | +415.3% | +358.8% |
| All | +7,836.4% | +228.6% | +7,607.8% | +4,405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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