+14,546.7%
NVDA vs XLRE
+89.0%
+14,457.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -5.1% | -1.2% | -4.0% | -4.3% |
| 30D | -2.5% | -2.4% | -0.1% | -0.8% |
| 3M | +6.7% | -2.5% | +9.2% | +8.1% |
| 6M | +17.6% | +4.0% | +13.6% | +12.9% |
| YTD | +17.3% | +9.3% | +8.0% | +8.1% |
| 1Y | +23.5% | +5.6% | +17.9% | +16.4% |
| 3Y | +384.6% | +31.3% | +353.3% | +265.7% |
| 5Y | +875.4% | +9.5% | +865.9% | +780.7% |
| All | +14,546.7% | +89.0% | +14,457.7% | +8,740.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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