+1,243.3%
NVDA vs U
-29.6%
+1,272.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.3% | -3.4% |
| 7D | -12.7% | +2.6% | -15.3% | -13.4% |
| 30D | -26.4% | +27.6% | -54.0% | -31.8% |
| 3M | -27.6% | +15.3% | -43.0% | -31.4% |
| 6M | -27.7% | +96.4% | -124.1% | -41.5% |
| YTD | -12.5% | +19.6% | -32.0% | -22.1% |
| 1Y | -12.6% | +42.1% | -54.8% | -26.3% |
| 3Y | +235.9% | +87.5% | +148.4% | +132.3% |
| 5Y | +438.2% | -73.1% | +511.4% | +478.2% |
| All | +1,243.3% | -29.6% | +1,272.9% | +1,072.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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