+34.4%
NVDA vs FIVE
+66.7%
-32.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | 0.0% |
| 7D | +5.9% | +4.3% | +1.6% | +5.2% |
| 30D | +5.1% | +12.5% | -7.4% | +2.5% |
| 3M | +5.4% | +31.2% | -25.9% | -0.4% |
| 6M | +26.0% | +14.4% | +11.6% | +21.3% |
| YTD | +23.7% | +33.9% | -10.2% | +13.0% |
| 1Y | +34.4% | +65.1% | -30.7% | +14.5% |
| All | +34.4% | +66.7% | -32.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling