+23.0%
NVDA vs FIG
-72.7%
+95.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.2% |
| 7D | -5.1% | -3.8% | -1.3% | -5.0% |
| 30D | -2.5% | -2.3% | -0.2% | -2.3% |
| 3M | +6.7% | +20.0% | -13.3% | +6.1% |
| 6M | +17.6% | -16.7% | +34.3% | +19.0% |
| YTD | +17.3% | -37.9% | +55.2% | +19.8% |
| 1Y | +23.5% | -58.5% | +82.0% | +27.6% |
| All | +23.0% | -72.7% | +95.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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