+309.2%
NVDA vs ES
+46.3%
+262.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +2.1% |
| 7D | -8.8% | +1.9% | -10.7% | -8.3% |
| 30D | -21.4% | +7.1% | -28.5% | -20.0% |
| 3M | -14.7% | -1.9% | -12.7% | -14.8% |
| 6M | -10.0% | +4.4% | -14.3% | -8.8% |
| YTD | +0.3% | +7.3% | -7.0% | +2.6% |
| 1Y | -0.5% | +2.1% | -2.7% | +0.8% |
| 3Y | +309.2% | +41.8% | +267.3% | +353.2% |
| All | +309.2% | +46.3% | +262.8% | +353.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling