+3,898.5%
NVDA vs NVT
+731.8%
+3,166.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.7% | -2.7% |
| 7D | -5.1% | +4.1% | -9.2% | -7.5% |
| 30D | -2.5% | -5.1% | +2.7% | 0.0% |
| 3M | +6.7% | -1.2% | +7.8% | +5.6% |
| 6M | +17.6% | +46.6% | -29.0% | -10.1% |
| YTD | +17.3% | +60.0% | -42.7% | -15.8% |
| 1Y | +23.5% | +70.8% | -47.3% | -15.7% |
| 3Y | +384.6% | +187.5% | +197.1% | +132.8% |
| 5Y | +875.4% | +426.1% | +449.3% | +236.0% |
| All | +3,898.5% | +731.8% | +3,166.7% | +951.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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