+10,058.2%
NVDA vs ES
+87.3%
+9,970.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -18.3% | +0.9% | -19.1% | -18.5% |
| 30D | -26.3% | +5.9% | -32.3% | -27.3% |
| 3M | -22.3% | -1.0% | -21.3% | -22.3% |
| 6M | -21.3% | +7.2% | -28.5% | -22.8% |
| YTD | -9.2% | +7.0% | -16.2% | -11.2% |
| 1Y | -14.9% | +0.5% | -15.4% | -16.0% |
| 3Y | +250.5% | +48.7% | +201.8% | +201.6% |
| 5Y | +475.8% | +1.9% | +473.9% | +461.8% |
| 10Y | +10,058.2% | +89.2% | +9,969.1% | +10,910.1% |
| All | +10,058.2% | +87.3% | +9,970.9% | +10,910.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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