+7,725.7%
NVDA vs F
+75.1%
+7,650.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.2% |
| 7D | -18.3% | +1.0% | -19.3% | -18.6% |
| 30D | -26.3% | +2.1% | -28.5% | -27.1% |
| 3M | -22.3% | -10.3% | -12.0% | -19.4% |
| 6M | -21.3% | +3.3% | -24.6% | -24.1% |
| YTD | -9.2% | -2.0% | -7.2% | -11.0% |
| 1Y | -14.9% | -2.3% | -12.7% | -16.7% |
| 3Y | +250.5% | +49.9% | +200.6% | +166.7% |
| 5Y | +475.8% | -12.5% | +488.3% | +439.4% |
| All | +7,725.7% | +75.1% | +7,650.5% | +4,804.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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