+14,551.4%
NVDA vs EAT
+379.9%
+14,171.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.3% | -6.2% | +1.9% | -2.9% |
| 30D | +0.5% | -3.0% | +3.5% | +0.9% |
| 3M | +9.1% | +45.6% | -36.6% | -0.8% |
| 6M | +18.5% | +53.5% | -35.1% | +5.2% |
| YTD | +17.4% | +49.6% | -32.2% | +4.4% |
| 1Y | +23.4% | +38.9% | -15.5% | +10.7% |
| 3Y | +380.6% | +589.7% | -209.1% | +179.5% |
| 5Y | +875.7% | +318.7% | +557.1% | +512.5% |
| All | +14,551.4% | +379.9% | +14,171.5% | +8,131.1% |
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