+14,546.7%
NVDA vs FISV
+3.1%
+14,543.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -2.4% |
| 7D | -5.1% | -2.7% | -2.5% | -4.2% |
| 30D | -2.5% | 0.0% | -2.5% | -2.9% |
| 3M | +6.7% | -2.8% | +9.5% | +5.7% |
| 6M | +17.6% | -11.8% | +29.4% | +20.9% |
| YTD | +17.3% | -23.2% | +40.5% | +27.6% |
| 1Y | +23.5% | -62.0% | +85.5% | +73.2% |
| 3Y | +384.6% | -57.6% | +442.2% | +455.4% |
| 5Y | +875.4% | -53.4% | +928.8% | +922.3% |
| All | +14,546.7% | +3.1% | +14,543.6% | +7,004.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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