+14,546.7%
NVDA vs EEM
+133.3%
+14,413.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.6% |
| 7D | -5.1% | -1.3% | -3.9% | -3.7% |
| 30D | -2.5% | +2.1% | -4.6% | -5.0% |
| 3M | +6.7% | +1.0% | +5.6% | +4.6% |
| 6M | +17.6% | +15.9% | +1.7% | -4.7% |
| YTD | +17.3% | +24.6% | -7.3% | -14.1% |
| 1Y | +23.5% | +32.3% | -8.8% | -16.2% |
| 3Y | +384.6% | +85.9% | +298.7% | +114.7% |
| 5Y | +875.4% | +45.4% | +830.0% | +510.7% |
| All | +14,546.7% | +133.3% | +14,413.4% | +6,694.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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