+4,030.1%
NVDA vs NVT
+732.7%
+3,297.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -4.5% |
| 7D | +3.8% | +10.4% | -6.6% | -2.2% |
| 30D | +0.8% | -1.3% | +2.1% | +1.0% |
| 3M | +8.2% | -0.6% | +8.8% | +6.8% |
| 6M | +27.1% | +53.8% | -26.7% | -5.5% |
| YTD | +21.2% | +60.2% | -39.0% | -13.0% |
| 1Y | +34.3% | +76.8% | -42.5% | -10.2% |
| 3Y | +396.3% | +191.2% | +205.0% | +136.8% |
| 5Y | +913.8% | +430.9% | +482.8% | +248.0% |
| All | +4,030.1% | +732.7% | +3,297.4% | +986.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling