+14,551.4%
NVDA vs Z
-6.2%
+14,557.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.3% |
| 7D | -4.3% | -11.6% | +7.3% | -0.3% |
| 30D | +0.5% | -8.5% | +9.0% | +3.0% |
| 3M | +9.1% | -7.9% | +17.0% | +10.4% |
| 6M | +18.5% | -29.1% | +47.5% | +30.3% |
| YTD | +17.4% | -54.2% | +71.5% | +48.8% |
| 1Y | +23.4% | -63.5% | +87.0% | +67.5% |
| 3Y | +380.6% | -38.6% | +419.2% | +405.8% |
| 5Y | +875.7% | -66.0% | +941.7% | +1,063.5% |
| All | +14,551.4% | -6.2% | +14,557.6% | +9,996.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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