+924.6%
NVDA vs NVTS
-14.2%
+938.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | +3.8% | +9.7% | -5.9% | +2.5% |
| 30D | +0.8% | -13.6% | +14.4% | +2.6% |
| 3M | +8.2% | -51.0% | +59.2% | +17.3% |
| 6M | +27.1% | +46.3% | -19.2% | +13.9% |
| YTD | +21.2% | +68.1% | -46.9% | +4.9% |
| 1Y | +34.3% | +113.9% | -79.6% | +8.6% |
| 3Y | +396.3% | +45.3% | +351.0% | +293.8% |
| All | +924.6% | -14.2% | +938.8% | +676.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling