+8,366.7%
NVDA vs EXPE
+125.1%
+8,241.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | -13.2% | -17.8% | +4.6% | -7.2% |
| 30D | -23.2% | -3.2% | -20.0% | -23.2% |
| 3M | -20.0% | -19.0% | -1.1% | -15.6% |
| 6M | -20.6% | +17.7% | -38.4% | -27.9% |
| YTD | -6.6% | -7.8% | +1.1% | -9.3% |
| 1Y | -9.8% | -1.4% | -8.5% | -15.1% |
| 3Y | +260.5% | +121.9% | +138.6% | +131.6% |
| 5Y | +474.2% | +44.3% | +429.9% | +318.5% |
| All | +8,366.7% | +125.1% | +8,241.6% | +3,995.8% |
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