+14,551.4%
NVDA vs FTV
+80.1%
+14,471.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -0.5% |
| 7D | -4.3% | -5.2% | +0.9% | -0.5% |
| 30D | +0.5% | -11.5% | +12.0% | +9.8% |
| 3M | +9.1% | -9.0% | +18.1% | +15.8% |
| 6M | +18.5% | -2.0% | +20.5% | +18.2% |
| YTD | +17.4% | -0.9% | +18.3% | +13.5% |
| 1Y | +23.4% | +14.8% | +8.6% | +5.1% |
| 3Y | +380.6% | -5.5% | +386.1% | +370.6% |
| 5Y | +875.7% | -1.9% | +877.6% | +832.6% |
| All | +14,551.4% | +80.1% | +14,471.3% | +11,056.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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