+1,008.7%
NVDA vs EXE
+165.2%
+843.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -12.7% | +5.3% | -18.1% | -13.9% |
| 30D | -26.4% | -2.2% | -24.2% | -26.0% |
| 3M | -27.6% | -5.9% | -21.8% | -26.7% |
| 6M | -27.7% | -5.7% | -22.0% | -27.1% |
| YTD | -12.5% | -17.8% | +5.4% | -9.2% |
| 1Y | -12.6% | -23.1% | +10.5% | -7.8% |
| 3Y | +235.9% | +21.2% | +214.8% | +211.9% |
| 5Y | +438.2% | +78.8% | +359.4% | +378.4% |
| All | +1,008.7% | +165.2% | +843.5% | +841.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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