+7,999.2%
NVDA vs META
+428.5%
+7,570.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | -8.5% | +3.1% | -11.5% | -10.4% |
| 30D | -27.3% | -18.2% | -9.1% | -17.9% |
| 3M | -25.8% | +7.8% | -33.6% | -30.7% |
| 6M | -24.6% | +3.6% | -28.1% | -29.4% |
| YTD | -10.7% | -5.3% | -5.4% | -12.6% |
| 1Y | -14.0% | +2.7% | -16.8% | -20.5% |
| 3Y | +244.9% | +91.5% | +153.4% | +104.1% |
| 5Y | +449.3% | +84.7% | +364.6% | +215.1% |
| All | +7,999.2% | +428.5% | +7,570.7% | +1,658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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