+235.9%
NVDA vs EXE
+21.0%
+215.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -12.7% | +5.3% | -18.1% | -13.8% |
| 30D | -26.4% | -2.2% | -24.2% | -26.1% |
| 3M | -27.6% | -5.9% | -21.8% | -26.8% |
| 6M | -27.7% | -5.7% | -22.0% | -27.1% |
| YTD | -12.5% | -17.8% | +5.4% | -8.9% |
| 1Y | -12.6% | -23.1% | +10.5% | -7.2% |
| 3Y | +235.9% | +21.2% | +214.8% | +212.6% |
| All | +235.9% | +21.0% | +215.0% | +212.6% |
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