+396.3%
NVDA vs XLB
+34.9%
+361.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.3% |
| 7D | +3.8% | -0.2% | +4.1% | +4.0% |
| 30D | +0.8% | -1.7% | +2.5% | +1.9% |
| 3M | +8.2% | +4.4% | +3.8% | +4.2% |
| 6M | +27.1% | +5.0% | +22.1% | +21.6% |
| YTD | +21.2% | +15.5% | +5.7% | +6.7% |
| 1Y | +34.3% | +14.9% | +19.4% | +18.4% |
| 3Y | +396.3% | +34.5% | +361.7% | +284.5% |
| All | +396.3% | +34.9% | +361.3% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling