-10.0%
NVDA vs F
-2.1%
-7.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -11.6% | -0.6% | -10.9% | -11.5% |
| 30D | -22.1% | +2.9% | -24.9% | -22.5% |
| 3M | -20.1% | -9.5% | -10.7% | -18.6% |
| 6M | -16.8% | +4.0% | -20.8% | -19.6% |
| YTD | -4.0% | -1.3% | -2.7% | -8.5% |
| All | -10.0% | -2.1% | -7.9% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling