-14.0%
NVDA vs ES
+1.3%
-15.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.1% |
| 7D | -8.5% | -1.1% | -7.4% | -8.8% |
| 30D | -27.3% | +8.2% | -35.5% | -25.6% |
| 3M | -25.8% | +0.6% | -26.4% | -25.3% |
| 6M | -24.6% | +6.0% | -30.5% | -23.1% |
| YTD | -10.7% | +9.3% | -20.0% | -8.2% |
| 1Y | -14.0% | +1.1% | -15.2% | -12.7% |
| All | -14.0% | +1.3% | -15.3% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling