+396.0%
NVDA vs EXE
+17.8%
+378.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | +2.8% | -0.4% | +3.2% | +2.8% |
| 3M | +7.4% | +9.5% | -2.0% | +4.9% |
| 6M | +22.6% | -9.3% | +32.0% | +25.2% |
| YTD | +20.1% | -10.9% | +31.0% | +22.8% |
| 1Y | +31.2% | +4.3% | +26.9% | +25.4% |
| All | +396.0% | +17.8% | +378.2% | +359.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling