+7,836.4%
NVDA vs EL
+62.2%
+7,774.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -12.7% | +1.5% | -14.3% | -13.4% |
| 30D | -26.4% | +10.0% | -36.4% | -29.6% |
| 3M | -27.6% | +28.4% | -56.0% | -36.0% |
| 6M | -27.7% | +37.1% | -64.8% | -38.6% |
| YTD | -12.5% | +7.8% | -20.3% | -20.0% |
| 1Y | -12.6% | +26.0% | -38.7% | -26.3% |
| 3Y | +235.9% | +3.8% | +232.1% | +172.8% |
| 5Y | +438.2% | -65.2% | +503.4% | +798.5% |
| All | +7,836.4% | +62.2% | +7,774.3% | +6,079.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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