+396.3%
NVDA vs FDS
-30.4%
+426.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.8% |
| 7D | +3.8% | -5.4% | +9.2% | +4.0% |
| 30D | +0.8% | +1.6% | -0.8% | +0.7% |
| 3M | +8.2% | +17.7% | -9.5% | +7.3% |
| 6M | +27.1% | +29.1% | -2.0% | +25.1% |
| YTD | +21.2% | +1.0% | +20.2% | +24.9% |
| 1Y | +34.3% | -21.6% | +55.9% | +48.4% |
| 3Y | +396.3% | -30.1% | +426.4% | +435.1% |
| All | +396.3% | -30.4% | +426.7% | +435.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling