+235.9%
NVDA vs EFV
+91.8%
+144.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.4% |
| 7D | -12.7% | +2.5% | -15.3% | -14.9% |
| 30D | -26.4% | +2.9% | -29.3% | -28.6% |
| 3M | -27.6% | -1.4% | -26.2% | -26.7% |
| 6M | -27.7% | +5.5% | -33.3% | -31.6% |
| YTD | -12.5% | +16.1% | -28.5% | -25.4% |
| 1Y | -12.6% | +20.3% | -32.9% | -28.4% |
| 3Y | +235.9% | +90.4% | +145.5% | +80.0% |
| All | +235.9% | +91.8% | +144.2% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling