+396.3%
NVDA vs FFIV
+141.9%
+254.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +3.8% | -1.5% | +5.4% | +4.5% |
| 30D | +0.8% | -2.7% | +3.4% | +1.9% |
| 3M | +8.2% | -1.7% | +9.8% | +8.5% |
| 6M | +27.1% | +36.1% | -9.0% | +10.0% |
| YTD | +21.2% | +52.6% | -31.5% | -1.4% |
| 1Y | +34.3% | +21.5% | +12.8% | +21.9% |
| 3Y | +396.3% | +142.7% | +253.6% | +241.2% |
| All | +396.3% | +141.9% | +254.3% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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