+7,836.4%
NVDA vs XLB
+163.6%
+7,672.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -12.7% | +0.5% | -13.3% | -13.3% |
| 30D | -26.4% | +5.2% | -31.6% | -30.5% |
| 3M | -27.6% | +0.3% | -27.9% | -28.3% |
| 6M | -27.7% | +1.2% | -28.9% | -29.5% |
| YTD | -12.5% | +16.6% | -29.1% | -27.7% |
| 1Y | -12.6% | +21.4% | -34.1% | -31.2% |
| 3Y | +235.9% | +43.2% | +192.7% | +115.7% |
| 5Y | +438.2% | +28.0% | +410.2% | +307.2% |
| All | +7,836.4% | +163.6% | +7,672.9% | +2,742.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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