+1.0%
NVDA vs EXC
+1.0%
-0.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.6% |
| 7D | -7.1% | +3.3% | -10.4% | -6.1% |
| 30D | -16.2% | +13.3% | -29.5% | -12.9% |
| 3M | -5.5% | +1.8% | -7.3% | -4.7% |
| 6M | +1.1% | +1.1% | 0.0% | +2.3% |
| YTD | +7.6% | +9.0% | -1.5% | +11.4% |
| 1Y | +1.0% | +3.4% | -2.4% | +4.0% |
| All | +1.0% | +1.0% | -0.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling