+14,546.7%
NVDA vs EFV
+169.9%
+14,376.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.4% |
| 7D | -5.1% | -0.8% | -4.3% | -4.2% |
| 30D | -2.5% | +0.6% | -3.1% | -3.3% |
| 3M | +6.7% | +7.5% | -0.9% | -2.5% |
| 6M | +17.6% | +13.0% | +4.6% | +0.8% |
| YTD | +17.3% | +18.3% | -1.0% | -5.3% |
| 1Y | +23.5% | +26.7% | -3.2% | -8.7% |
| 3Y | +384.6% | +89.6% | +295.0% | +113.6% |
| 5Y | +875.4% | +98.2% | +777.2% | +318.2% |
| All | +14,546.7% | +169.9% | +14,376.8% | +5,149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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