+235.9%
NVDA vs FIVE
+40.0%
+196.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -12.7% | +2.7% | -15.4% | -13.2% |
| 30D | -26.4% | +12.7% | -39.1% | -28.0% |
| 3M | -27.6% | +2.1% | -29.7% | -28.2% |
| 6M | -27.7% | +17.5% | -45.2% | -30.6% |
| YTD | -12.5% | +31.0% | -43.4% | -18.1% |
| 1Y | -12.6% | +67.7% | -80.4% | -22.3% |
| 3Y | +235.9% | +43.4% | +192.6% | +162.1% |
| All | +235.9% | +40.0% | +196.0% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling