+875.7%
NVDA vs BTDR
+16.5%
+859.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.6% |
| 7D | -4.3% | -3.2% | -1.1% | -4.0% |
| 30D | +0.5% | +32.7% | -32.2% | -2.3% |
| 3M | +9.1% | -28.4% | +37.5% | +11.2% |
| 6M | +18.5% | +51.7% | -33.3% | +11.9% |
| YTD | +17.4% | +2.9% | +14.5% | +14.1% |
| 1Y | +23.4% | -15.5% | +38.9% | +19.8% |
| 3Y | +380.6% | 0.0% | +380.6% | +333.0% |
| 5Y | +875.7% | +16.5% | +859.3% | +668.8% |
| All | +875.7% | +16.5% | +859.3% | +668.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling