+14,546.7%
NVDA vs EFA
+146.6%
+14,400.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.5% |
| 7D | -5.1% | -1.5% | -3.6% | -2.9% |
| 30D | -2.5% | -1.7% | -0.8% | +0.1% |
| 3M | +6.7% | +3.5% | +3.2% | +1.3% |
| 6M | +17.6% | +9.5% | +8.1% | +1.9% |
| YTD | +17.3% | +12.9% | +4.5% | -3.4% |
| 1Y | +23.5% | +18.2% | +5.3% | -5.4% |
| 3Y | +384.6% | +64.8% | +319.8% | +122.4% |
| 5Y | +875.4% | +53.9% | +821.5% | +424.2% |
| All | +14,546.7% | +146.6% | +14,400.1% | +5,102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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