+14,546.7%
NVDA vs XLF
+254.4%
+14,292.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.6% |
| 7D | -5.1% | -1.5% | -3.7% | -3.9% |
| 30D | -2.5% | -1.2% | -1.3% | -1.6% |
| 3M | +6.7% | +9.2% | -2.5% | -2.0% |
| 6M | +17.6% | +16.3% | +1.3% | +1.9% |
| YTD | +17.3% | +5.4% | +11.9% | +10.9% |
| 1Y | +23.5% | +7.6% | +15.9% | +14.1% |
| 3Y | +384.6% | +74.2% | +310.4% | +185.8% |
| 5Y | +875.4% | +66.1% | +809.3% | +521.7% |
| All | +14,546.7% | +254.4% | +14,292.3% | +5,979.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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