+250.5%
NVDA vs FDX
+73.9%
+176.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -18.3% | +0.5% | -18.7% | -18.4% |
| 30D | -26.3% | +9.5% | -35.9% | -27.9% |
| 3M | -22.3% | -1.3% | -20.9% | -22.2% |
| 6M | -21.3% | +5.5% | -26.9% | -22.6% |
| YTD | -9.2% | +38.9% | -48.1% | -17.3% |
| 1Y | -14.9% | +58.8% | -73.8% | -25.3% |
| 3Y | +250.5% | +71.1% | +179.3% | +200.1% |
| All | +250.5% | +73.9% | +176.6% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling