+7,836.4%
NVDA vs FN
+700.1%
+7,136.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | +1.1% |
| 7D | -12.7% | +0.3% | -13.0% | -13.4% |
| 30D | -26.4% | -16.5% | -9.9% | -22.2% |
| 3M | -27.6% | -42.1% | +14.5% | -12.4% |
| 6M | -27.7% | -52.9% | +25.2% | -7.7% |
| YTD | -12.5% | -28.0% | +15.5% | -13.4% |
| 1Y | -12.6% | -18.5% | +5.9% | -19.4% |
| 3Y | +235.9% | +93.9% | +142.1% | +84.5% |
| 5Y | +438.2% | +170.5% | +267.7% | +136.9% |
| All | +7,836.4% | +700.1% | +7,136.3% | +2,049.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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