+14,551.4%
NVDA vs EXPE
+165.2%
+14,386.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.8% | -2.8% |
| 7D | -4.3% | -8.7% | +4.4% | -1.3% |
| 30D | +0.5% | -13.6% | +14.1% | +5.2% |
| 3M | +9.1% | +26.6% | -17.6% | -1.8% |
| 6M | +18.5% | +19.9% | -1.5% | +7.9% |
| YTD | +17.4% | -1.7% | +19.1% | +13.1% |
| 1Y | +23.4% | +29.4% | -6.0% | +5.0% |
| 3Y | +380.6% | +155.7% | +224.9% | +195.7% |
| 5Y | +875.7% | +93.1% | +782.6% | +552.1% |
| All | +14,551.4% | +165.2% | +14,386.2% | +7,590.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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