+892.0%
NVDA vs NVTS
-16.8%
+908.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.6% |
| 7D | -5.1% | -1.4% | -3.7% | -5.0% |
| 30D | -2.5% | -16.5% | +14.0% | -0.3% |
| 3M | +6.7% | -47.6% | +54.3% | +14.7% |
| 6M | +17.6% | +7.3% | +10.3% | +10.4% |
| YTD | +17.3% | +62.9% | -45.6% | +2.0% |
| 1Y | +23.5% | +91.3% | -67.8% | +1.5% |
| 3Y | +384.6% | +43.4% | +341.2% | +283.4% |
| All | +892.0% | -16.8% | +908.8% | +654.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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