+449.3%
NVDA vs FTV
+18.0%
+431.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.3% |
| 7D | -8.5% | +3.7% | -12.2% | -11.2% |
| 30D | -27.3% | +16.8% | -44.1% | -35.8% |
| 3M | -25.8% | +10.4% | -36.1% | -31.7% |
| 6M | -24.6% | +12.8% | -37.4% | -32.6% |
| YTD | -10.7% | +23.3% | -34.0% | -28.3% |
| 1Y | -14.0% | +31.0% | -45.0% | -35.2% |
| 3Y | +244.9% | +38.6% | +206.3% | +130.0% |
| 5Y | +449.3% | +17.6% | +431.7% | +315.3% |
| All | +449.3% | +18.0% | +431.3% | +315.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling