+474.2%
NVDA vs EIX
+16.9%
+457.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +2.9% |
| 7D | -13.2% | -2.5% | -10.7% | -12.9% |
| 30D | -23.2% | +7.7% | -30.9% | -24.0% |
| 3M | -20.0% | -12.9% | -7.2% | -19.0% |
| 6M | -20.6% | -12.7% | -8.0% | -20.0% |
| YTD | -6.6% | +5.5% | -12.1% | -10.1% |
| 1Y | -9.8% | +9.4% | -19.2% | -14.0% |
| 3Y | +260.5% | +9.7% | +250.8% | +218.9% |
| 5Y | +474.2% | +16.9% | +457.3% | +367.1% |
| All | +474.2% | +16.9% | +457.2% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling