+898.3%
NVDA vs ETR
+126.1%
+772.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +2.8% | +2.0% | +0.8% | +2.6% |
| 3M | +7.4% | -1.7% | +9.1% | +7.6% |
| 6M | +22.6% | +3.6% | +19.0% | +21.7% |
| YTD | +20.1% | +18.0% | +2.0% | +17.0% |
| 1Y | +31.2% | +26.2% | +4.9% | +26.6% |
| 3Y | +391.7% | +148.0% | +243.7% | +334.8% |
| All | +898.3% | +126.1% | +772.3% | +824.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling