+7,836.4%
NVDA vs EAT
+320.8%
+7,515.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -12.7% | -4.0% | -8.8% | -11.9% |
| 30D | -26.4% | -2.9% | -23.5% | -26.2% |
| 3M | -27.6% | -16.9% | -10.8% | -25.2% |
| 6M | -27.7% | +57.0% | -84.7% | -36.0% |
| YTD | -12.5% | +38.2% | -50.7% | -21.2% |
| 1Y | -12.6% | +69.3% | -81.9% | -25.4% |
| 3Y | +235.9% | +483.0% | -247.0% | +102.7% |
| 5Y | +438.2% | +364.1% | +74.1% | +231.5% |
| All | +7,836.4% | +320.8% | +7,515.6% | +4,216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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