+497,379.8%
NVDA vs F
-1.6%
+497,381.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -8.8% | +1.6% | -10.3% | -9.4% |
| 30D | -21.4% | +2.6% | -24.0% | -22.4% |
| 3M | -14.7% | -8.8% | -5.9% | -12.2% |
| 6M | -10.0% | +4.6% | -14.6% | -13.3% |
| YTD | +0.3% | -1.9% | +2.2% | -1.4% |
| 1Y | -0.5% | -0.8% | +0.2% | -2.9% |
| 3Y | +309.2% | +43.5% | +265.7% | +228.5% |
| 5Y | +530.1% | -12.1% | +542.1% | +505.6% |
| 10Y | +11,159.1% | +83.6% | +11,075.4% | +7,448.6% |
| All | +497,379.8% | -1.6% | +497,381.4% | +249,279.5% |
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