+889.8%
NVDA vs FANG
+232.6%
+657.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | +2.9% | -8.0% | -5.9% |
| 30D | -2.5% | +2.6% | -5.1% | -3.2% |
| 3M | +6.7% | +7.6% | -0.9% | +4.0% |
| 6M | +17.6% | +17.3% | +0.3% | +10.6% |
| YTD | +17.3% | +38.7% | -21.4% | +4.2% |
| 1Y | +23.5% | +51.6% | -28.1% | +5.7% |
| 3Y | +384.6% | +50.0% | +334.7% | +304.9% |
| All | +889.8% | +232.6% | +657.2% | +599.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling