+462,969.0%
NVDA vs F
-1.9%
+462,970.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -13.2% | -2.1% | -11.0% | -12.4% |
| 30D | -23.2% | +3.3% | -26.6% | -24.4% |
| 3M | -20.0% | -11.3% | -8.7% | -16.8% |
| 6M | -20.6% | +5.3% | -26.0% | -23.8% |
| YTD | -6.6% | -2.2% | -4.4% | -8.1% |
| 1Y | -9.8% | -3.5% | -6.3% | -10.9% |
| 3Y | +260.5% | +49.5% | +211.0% | +184.9% |
| 5Y | +474.2% | -13.5% | +487.7% | +455.2% |
| 10Y | +7,949.9% | +69.0% | +7,880.9% | +5,456.7% |
| All | +462,969.0% | -1.9% | +462,970.9% | +232,324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling