+1.0%
NVDA vs FANG
+32.3%
-31.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -3.8% |
| 7D | -7.1% | -11.3% | +4.2% | -8.4% |
| 30D | -16.2% | -0.7% | -15.6% | -16.1% |
| 3M | -5.5% | -4.2% | -1.3% | -5.5% |
| 6M | +1.1% | -13.5% | +14.5% | -0.5% |
| YTD | +7.6% | +23.7% | -16.2% | +10.0% |
| 1Y | +1.0% | +34.3% | -33.4% | +1.4% |
| All | +1.0% | +32.3% | -31.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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