+10,058.2%
NVDA vs EXC
+183.9%
+9,874.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -18.3% | +0.1% | -18.4% | -18.4% |
| 30D | -26.3% | +9.0% | -35.4% | -28.6% |
| 3M | -22.3% | +3.3% | -25.6% | -23.4% |
| 6M | -21.3% | +5.7% | -27.0% | -23.4% |
| YTD | -9.2% | +7.3% | -16.6% | -12.6% |
| 1Y | -14.9% | +2.9% | -17.9% | -17.0% |
| 3Y | +250.5% | +29.3% | +221.1% | +198.6% |
| 5Y | +475.8% | +40.1% | +435.8% | +363.4% |
| 10Y | +10,058.2% | +197.7% | +9,860.6% | +7,312.1% |
| All | +10,058.2% | +183.9% | +9,874.3% | +7,312.1% |
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