+14,546.7%
NVDA vs XHB
+215.4%
+14,331.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.3% |
| 7D | -5.1% | -4.6% | -0.5% | -1.6% |
| 30D | -2.5% | -9.1% | +6.6% | +4.8% |
| 3M | +6.7% | -8.6% | +15.2% | +13.3% |
| 6M | +17.6% | -4.0% | +21.6% | +19.1% |
| YTD | +17.3% | -3.9% | +21.3% | +17.2% |
| 1Y | +23.5% | -16.5% | +40.0% | +36.8% |
| 3Y | +384.6% | +22.6% | +362.0% | +259.4% |
| 5Y | +875.4% | +33.9% | +841.5% | +576.8% |
| All | +14,546.7% | +215.4% | +14,331.3% | +5,214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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