+913.8%
NVDA vs ECL
+29.5%
+884.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +3.8% | -0.8% | +4.6% | +4.3% |
| 30D | +0.8% | -2.5% | +3.3% | +2.2% |
| 3M | +8.2% | +8.3% | -0.1% | +1.1% |
| 6M | +27.1% | -1.1% | +28.2% | +26.1% |
| YTD | +21.2% | +6.5% | +14.7% | +13.0% |
| 1Y | +34.3% | +2.1% | +32.2% | +27.9% |
| 3Y | +396.3% | +57.6% | +338.6% | +211.5% |
| 5Y | +913.8% | +28.1% | +885.7% | +618.1% |
| All | +913.8% | +29.5% | +884.3% | +618.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling