+375.4%
NVDA vs F
+45.7%
+329.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | +5.9% | +5.3% | +0.6% | +4.9% |
| 30D | +5.1% | +4.6% | +0.5% | +4.1% |
| 3M | +5.4% | -3.7% | +9.0% | +5.9% |
| 6M | +26.0% | +16.8% | +9.2% | +21.0% |
| YTD | +23.7% | +15.3% | +8.4% | +18.8% |
| 1Y | +34.4% | +31.0% | +3.4% | +25.4% |
| All | +375.4% | +45.7% | +329.7% | +320.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling