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  • NVDA vs FDS✓SelectedUSD · FDSNVDA vs FDS performance historyLatest closeAs of-0.91%09/09
Stock and ETF performance explorer

NVDA vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,200.7%
FDS return
+72.8%
Excess return
+15,127.8%
Maximum drawdown
-66.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.9%-3.4%+2.5%+0.8%
7D-0.3%-8.8%+8.5%+4.3%
30D+2.8%-1.4%+4.2%+3.1%
3M+7.4%+13.9%-6.4%-2.8%
6M+22.6%+27.4%-4.8%+1.2%
YTD+20.1%-2.5%+22.5%+15.2%
1Y+31.2%-23.8%+54.9%+45.6%
3Y+391.7%-32.5%+424.2%+472.5%
5Y+911.9%-23.2%+935.1%+984.2%
10Y+15,200.7%+76.4%+15,124.3%+9,290.1%
All+15,200.7%+72.8%+15,127.8%+9,290.1%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…

10y analysis · Full analysis span regression · 6 months rolling