+1,466.6%
NVDA vs EXE
+191.4%
+1,275.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | +5.1% | +8.5% | -3.4% | +2.9% |
| 3M | +5.4% | +5.5% | -0.1% | +3.7% |
| 6M | +26.0% | -5.9% | +31.9% | +27.2% |
| YTD | +23.7% | -9.7% | +33.4% | +25.7% |
| 1Y | +34.4% | +3.6% | +30.8% | +30.5% |
| 3Y | +375.8% | +18.0% | +357.8% | +345.2% |
| 5Y | +911.8% | +109.4% | +802.3% | +777.0% |
| All | +1,466.6% | +191.4% | +1,275.2% | +1,201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling