+14,546.7%
NVDA vs EW
+120.5%
+14,426.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +1.4% |
| 7D | -5.1% | -6.2% | +1.0% | -2.0% |
| 30D | -2.5% | -9.3% | +6.8% | +2.5% |
| 3M | +6.7% | -1.6% | +8.3% | +6.8% |
| 6M | +17.6% | -0.8% | +18.5% | +16.8% |
| YTD | +17.3% | -1.0% | +18.4% | +16.2% |
| 1Y | +23.5% | +8.2% | +15.4% | +16.2% |
| 3Y | +384.6% | +12.7% | +371.9% | +310.4% |
| 5Y | +875.4% | -30.2% | +905.6% | +994.5% |
| All | +14,546.7% | +120.5% | +14,426.2% | +9,115.0% |
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