+15,341.6%
NVDA vs EXC
+153.8%
+15,187.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | +0.8% | -2.7% | +3.5% | +1.7% |
| 3M | +8.2% | -1.0% | +9.2% | +8.2% |
| 6M | +27.1% | -9.3% | +36.4% | +30.6% |
| YTD | +21.2% | +3.6% | +17.6% | +18.3% |
| 1Y | +34.3% | +5.9% | +28.4% | +29.5% |
| 3Y | +396.3% | +21.3% | +375.0% | +334.0% |
| 5Y | +913.8% | +46.2% | +867.6% | +691.3% |
| All | +15,341.6% | +153.8% | +15,187.8% | +9,487.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling