+14,551.4%
NVDA vs FTI
+301.2%
+14,250.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.6% |
| 7D | -4.3% | -5.6% | +1.3% | -2.9% |
| 30D | +0.5% | +0.4% | +0.1% | +0.4% |
| 3M | +9.1% | +8.1% | +1.0% | +6.7% |
| 6M | +18.5% | +16.7% | +1.8% | +13.4% |
| YTD | +17.4% | +70.0% | -52.6% | +2.4% |
| 1Y | +23.4% | +85.4% | -62.0% | +5.1% |
| 3Y | +380.6% | +265.9% | +114.7% | +245.4% |
| 5Y | +875.7% | +1,072.7% | -197.0% | +428.0% |
| All | +14,551.4% | +301.2% | +14,250.2% | +8,655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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