+919.8%
NVDA vs META
+65.5%
+854.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +5.9% | +6.7% | -0.8% | +2.1% |
| 30D | +5.1% | +4.8% | +0.3% | +2.0% |
| 3M | +5.4% | -1.6% | +7.0% | +4.7% |
| 6M | +26.0% | -7.5% | +33.5% | +28.6% |
| YTD | +23.7% | -6.4% | +30.1% | +24.5% |
| 1Y | +34.4% | -17.3% | +51.7% | +44.2% |
| 3Y | +375.8% | +109.9% | +265.9% | +192.8% |
| All | +919.8% | +65.5% | +854.3% | +570.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling