+34.4%
NVDA vs FANG
+43.7%
-9.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +0.6% |
| 7D | +5.9% | +0.8% | +5.1% | +6.0% |
| 30D | +5.1% | +7.6% | -2.5% | +6.1% |
| 3M | +5.4% | -1.3% | +6.6% | +5.6% |
| 6M | +26.0% | +14.7% | +11.3% | +28.0% |
| YTD | +23.7% | +34.8% | -11.1% | +27.3% |
| 1Y | +34.4% | +42.9% | -8.6% | +39.1% |
| All | +34.4% | +43.7% | -9.4% | +39.1% |
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