+875.7%
NVDA vs FOXA
+90.4%
+785.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.3% | -2.9% |
| 7D | -4.3% | -3.7% | -0.6% | -3.2% |
| 30D | +0.5% | +5.4% | -4.8% | -1.6% |
| 3M | +9.1% | -3.7% | +12.8% | +9.1% |
| 6M | +18.5% | +12.6% | +5.9% | +10.4% |
| YTD | +17.4% | -10.0% | +27.3% | +20.4% |
| 1Y | +23.4% | +15.0% | +8.4% | +12.0% |
| 3Y | +380.6% | +115.1% | +265.5% | +208.7% |
| 5Y | +875.7% | +93.0% | +782.7% | +566.7% |
| All | +875.7% | +90.4% | +785.3% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling