+913.8%
NVDA vs XLB
+35.6%
+878.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -0.9% |
| 7D | +3.8% | -0.2% | +4.1% | +4.1% |
| 30D | +0.8% | -1.7% | +2.5% | +2.5% |
| 3M | +8.2% | +4.4% | +3.8% | +2.0% |
| 6M | +27.1% | +5.0% | +22.1% | +18.4% |
| YTD | +21.2% | +15.5% | +5.7% | -0.5% |
| 1Y | +34.3% | +14.9% | +19.4% | +10.1% |
| 3Y | +396.3% | +34.5% | +361.7% | +217.6% |
| 5Y | +913.8% | +36.5% | +877.2% | +572.9% |
| All | +913.8% | +35.6% | +878.2% | +572.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling