+281.7%
NVDA vs EXC
+28.9%
+252.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.2% |
| 7D | -11.6% | -1.7% | -9.9% | -12.2% |
| 30D | -22.1% | +9.3% | -31.4% | -18.3% |
| 3M | -20.1% | +1.0% | -21.2% | -19.5% |
| 6M | -16.8% | +5.9% | -22.7% | -13.7% |
| YTD | -4.0% | +7.6% | -11.6% | +1.2% |
| 1Y | -4.8% | +2.4% | -7.2% | -2.3% |
| 3Y | +281.7% | +30.2% | +251.4% | +384.7% |
| All | +281.7% | +28.9% | +252.8% | +384.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling