+7,999.2%
NVDA vs EL
+60.4%
+7,938.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.7% |
| 7D | -8.5% | +2.7% | -11.1% | -9.5% |
| 30D | -27.3% | +10.8% | -38.1% | -30.7% |
| 3M | -25.8% | +26.5% | -52.2% | -33.9% |
| 6M | -24.6% | +31.1% | -55.7% | -34.7% |
| YTD | -10.7% | +6.6% | -17.3% | -17.9% |
| 1Y | -14.0% | +21.8% | -35.9% | -26.3% |
| 3Y | +244.9% | +1.8% | +243.1% | +183.0% |
| 5Y | +449.3% | -65.6% | +514.8% | +821.3% |
| All | +7,999.2% | +60.4% | +7,938.8% | +6,236.5% |
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