+1,386.1%
NVDA vs EXE
+182.2%
+1,203.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -4.4% |
| 30D | -2.5% | -0.9% | -1.6% | -2.3% |
| 3M | +6.7% | +9.6% | -2.9% | +4.0% |
| 6M | +17.6% | -11.6% | +29.2% | +20.6% |
| YTD | +17.3% | -12.6% | +29.9% | +20.1% |
| 1Y | +23.5% | +1.2% | +22.3% | +20.6% |
| 3Y | +384.6% | +18.0% | +366.6% | +353.2% |
| 5Y | +875.4% | +101.1% | +774.3% | +752.4% |
| All | +1,386.1% | +182.2% | +1,203.9% | +1,144.4% |
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