+396.3%
NVDA vs FDX
+62.0%
+334.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | +3.8% | -3.3% | +7.1% | +4.7% |
| 30D | +0.8% | -1.4% | +2.2% | +1.0% |
| 3M | +8.2% | -4.5% | +12.7% | +9.2% |
| 6M | +27.1% | +9.4% | +17.7% | +23.4% |
| YTD | +21.2% | +36.0% | -14.8% | +10.6% |
| 1Y | +34.3% | +75.5% | -41.2% | +13.4% |
| 3Y | +396.3% | +62.8% | +333.5% | +301.0% |
| All | +396.3% | +62.0% | +334.2% | +301.0% |
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