+309.2%
NVDA vs FN
+101.0%
+208.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.7% | -8.9% | -1.4% |
| 7D | -8.8% | 0.0% | -8.7% | -9.3% |
| 30D | -21.4% | -34.3% | +12.9% | -9.7% |
| 3M | -14.7% | -39.9% | +25.2% | -0.5% |
| 6M | -10.0% | -51.8% | +41.8% | +10.7% |
| YTD | +0.3% | -28.1% | +28.5% | -1.1% |
| 1Y | -0.5% | -29.1% | +28.5% | -2.4% |
| 3Y | +309.2% | +102.4% | +206.7% | +138.3% |
| All | +309.2% | +101.0% | +208.2% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling