+485.4%
NVDA vs EXC
+43.6%
+441.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -11.6% | -1.7% | -9.9% | -11.6% |
| 30D | -22.1% | +9.3% | -31.4% | -21.9% |
| 3M | -20.1% | +1.0% | -21.2% | -20.1% |
| 6M | -16.8% | +5.9% | -22.7% | -16.7% |
| YTD | -4.0% | +7.6% | -11.6% | -4.1% |
| 1Y | -4.8% | +2.4% | -7.2% | -4.7% |
| 3Y | +281.7% | +30.2% | +251.4% | +267.0% |
| 5Y | +485.4% | +41.4% | +444.0% | +392.1% |
| All | +485.4% | +43.6% | +441.8% | +392.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling