+7,836.4%
NVDA vs EW
+254.3%
+7,582.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -12.7% | +4.9% | -17.7% | -15.0% |
| 30D | -26.4% | +23.9% | -50.4% | -34.7% |
| 3M | -27.6% | +15.8% | -43.4% | -33.7% |
| 6M | -27.7% | +31.7% | -59.4% | -38.6% |
| YTD | -12.5% | +25.7% | -38.2% | -24.3% |
| 1Y | -12.6% | +24.4% | -37.1% | -24.1% |
| 3Y | +235.9% | +65.9% | +170.1% | +123.7% |
| 5Y | +438.2% | -7.6% | +445.9% | +417.8% |
| All | +7,836.4% | +254.3% | +7,582.1% | +3,733.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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