+7,836.4%
NVDA vs ETR
+378.9%
+7,457.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -12.7% | +1.2% | -13.9% | -13.1% |
| 30D | -26.4% | +7.0% | -33.4% | -28.0% |
| 3M | -27.6% | +4.6% | -32.2% | -28.7% |
| 6M | -27.7% | +0.1% | -27.9% | -28.0% |
| YTD | -12.5% | +23.2% | -35.7% | -18.9% |
| 1Y | -12.6% | +20.6% | -33.2% | -18.6% |
| 3Y | +235.9% | +156.3% | +79.7% | +134.8% |
| 5Y | +438.2% | +159.6% | +278.6% | +268.3% |
| All | +7,836.4% | +378.9% | +7,457.5% | +5,384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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