+14,546.7%
NVDA vs BLDR
+383.3%
+14,163.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.9% |
| 7D | -5.1% | -8.2% | +3.1% | -2.3% |
| 30D | -2.5% | -16.6% | +14.1% | +3.5% |
| 3M | +6.7% | -23.2% | +29.8% | +15.1% |
| 6M | +17.6% | -33.7% | +51.3% | +32.8% |
| YTD | +17.3% | -41.3% | +58.6% | +36.5% |
| 1Y | +23.5% | -58.8% | +82.3% | +61.7% |
| 3Y | +384.6% | -57.5% | +442.1% | +481.9% |
| 5Y | +875.4% | +12.9% | +862.5% | +693.9% |
| All | +14,546.7% | +383.3% | +14,163.4% | +6,678.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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