+250.5%
NVDA vs XLB
+46.3%
+204.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -18.3% | +0.5% | -18.8% | -18.5% |
| 30D | -26.3% | +6.9% | -33.3% | -29.9% |
| 3M | -22.3% | -0.2% | -22.1% | -22.4% |
| 6M | -21.3% | +3.3% | -24.6% | -23.6% |
| YTD | -9.2% | +18.0% | -27.3% | -21.5% |
| 1Y | -14.9% | +24.2% | -39.2% | -29.8% |
| 3Y | +250.5% | +44.7% | +205.7% | +173.1% |
| All | +250.5% | +46.3% | +204.2% | +173.1% |
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