+14,233.0%
NVDA vs FTV
+127.3%
+14,105.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.3% |
| 7D | -8.5% | +3.7% | -12.2% | -11.0% |
| 30D | -27.3% | +16.8% | -44.1% | -35.3% |
| 3M | -25.8% | +10.4% | -36.1% | -31.4% |
| 6M | -24.6% | +12.8% | -37.4% | -32.1% |
| YTD | -10.7% | +23.3% | -34.0% | -26.7% |
| 1Y | -14.0% | +31.0% | -45.0% | -33.1% |
| 3Y | +244.9% | +38.6% | +206.3% | +151.0% |
| 5Y | +449.3% | +17.6% | +431.7% | +357.1% |
| 10Y | +7,600.6% | +110.0% | +7,490.5% | +4,659.6% |
| All | +14,233.0% | +127.3% | +14,105.7% | +8,544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling