+104,610.4%
NVDA vs EFV
+256.4%
+104,354.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | +3.8% | +1.0% | +2.8% | +2.8% |
| 30D | +0.8% | +0.2% | +0.6% | +0.6% |
| 3M | +8.2% | +9.6% | -1.4% | -2.0% |
| 6M | +27.1% | +14.0% | +13.1% | +10.2% |
| YTD | +21.2% | +18.5% | +2.7% | +0.6% |
| 1Y | +34.3% | +27.9% | +6.4% | +2.5% |
| 3Y | +396.3% | +92.4% | +303.8% | +143.6% |
| 5Y | +913.8% | +97.2% | +816.6% | +403.5% |
| 10Y | +14,572.5% | +163.0% | +14,409.5% | +5,435.7% |
| All | +104,610.4% | +256.4% | +104,354.0% | +31,136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling