+14,546.7%
NVDA vs NEM
+319.0%
+14,227.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -5.1% | -1.0% | -4.1% | -5.0% |
| 30D | -2.5% | +7.8% | -10.3% | -3.6% |
| 3M | +6.7% | +30.2% | -23.5% | +2.5% |
| 6M | +17.6% | +9.6% | +8.0% | +15.4% |
| YTD | +17.3% | +27.8% | -10.5% | +12.5% |
| 1Y | +23.5% | +60.7% | -37.2% | +14.6% |
| 3Y | +384.6% | +245.3% | +139.3% | +302.8% |
| 5Y | +875.4% | +155.3% | +720.1% | +726.9% |
| All | +14,546.7% | +319.0% | +14,227.7% | +13,329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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