+7,836.4%
NVDA vs FDX
+155.8%
+7,680.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.8% |
| 7D | -12.7% | +5.2% | -17.9% | -15.1% |
| 30D | -26.4% | +11.3% | -37.7% | -30.6% |
| 3M | -27.6% | -4.1% | -23.5% | -26.6% |
| 6M | -27.7% | +9.6% | -37.4% | -31.9% |
| YTD | -12.5% | +40.9% | -53.4% | -29.0% |
| 1Y | -12.6% | +53.0% | -65.7% | -32.3% |
| 3Y | +235.9% | +74.1% | +161.9% | +125.1% |
| 5Y | +438.2% | +75.1% | +363.1% | +250.2% |
| All | +7,836.4% | +155.8% | +7,680.6% | +3,921.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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