+258.7%
NVDA vs BTSG
+389.4%
-130.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -5.1% | -3.3% | -1.8% | -4.6% |
| 30D | -2.5% | -1.6% | -0.9% | -2.3% |
| 3M | +6.7% | -6.9% | +13.6% | +6.9% |
| 6M | +17.6% | +42.1% | -24.5% | +7.3% |
| YTD | +17.3% | +56.8% | -39.5% | +4.7% |
| 1Y | +23.5% | +109.8% | -86.3% | +3.7% |
| All | +258.7% | +389.4% | -130.7% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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