+475.8%
NVDA vs EW
-13.2%
+489.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.2% |
| 7D | -18.3% | +9.3% | -27.6% | -21.6% |
| 30D | -26.3% | +22.1% | -48.4% | -32.9% |
| 3M | -22.3% | +13.0% | -35.3% | -26.8% |
| 6M | -21.3% | +30.1% | -51.4% | -31.0% |
| YTD | -9.2% | +22.0% | -31.2% | -18.4% |
| 1Y | -14.9% | +23.7% | -38.7% | -24.1% |
| 3Y | +250.5% | +62.0% | +188.5% | +143.0% |
| 5Y | +475.8% | -12.4% | +488.3% | +505.7% |
| All | +475.8% | -13.2% | +489.0% | +505.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling