+3,297.4%
NVDA vs XLC
+145.0%
+3,152.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.8% |
| 30D | -2.5% | +2.1% | -4.6% | -5.8% |
| 3M | +6.7% | +0.7% | +6.0% | +3.9% |
| 6M | +17.6% | -3.2% | +20.8% | +21.3% |
| YTD | +17.3% | -3.8% | +21.1% | +21.7% |
| 1Y | +23.5% | -2.0% | +25.5% | +24.3% |
| 3Y | +384.6% | +71.4% | +313.3% | +121.3% |
| 5Y | +875.4% | +40.7% | +834.7% | +520.2% |
| All | +3,297.4% | +145.0% | +3,152.5% | +843.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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