+396.3%
NVDA vs ECL
+58.2%
+338.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +0.8% | -2.5% | +3.3% | +1.3% |
| 3M | +8.2% | +8.3% | -0.1% | +4.9% |
| 6M | +27.1% | -1.1% | +28.2% | +27.1% |
| YTD | +21.2% | +6.5% | +14.7% | +17.5% |
| 1Y | +34.3% | +2.1% | +32.2% | +31.7% |
| 3Y | +396.3% | +57.6% | +338.6% | +311.1% |
| All | +396.3% | +58.2% | +338.0% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling