+2,486.6%
NVDA vs XLC
+134.8%
+2,351.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -3.0% |
| 7D | -8.5% | +3.1% | -11.6% | -12.4% |
| 30D | -27.3% | -4.2% | -23.1% | -23.3% |
| 3M | -25.8% | -2.1% | -23.6% | -25.0% |
| 6M | -24.6% | -6.6% | -17.9% | -19.3% |
| YTD | -10.7% | -7.8% | -2.9% | -3.1% |
| 1Y | -14.0% | -4.1% | -9.9% | -12.0% |
| 3Y | +244.9% | +62.6% | +182.2% | +66.9% |
| 5Y | +449.3% | +39.6% | +409.6% | +247.8% |
| All | +2,486.6% | +134.8% | +2,351.8% | +651.9% |
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