+14,546.7%
NVDA vs USFR
+28.1%
+14,518.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | -2.5% | +0.4% | -2.8% | -2.6% |
| 3M | +6.7% | +1.0% | +5.6% | +6.2% |
| 6M | +17.6% | +2.0% | +15.6% | +16.5% |
| YTD | +17.3% | +2.8% | +14.6% | +15.6% |
| 1Y | +23.5% | +4.1% | +19.4% | +20.7% |
| 3Y | +384.6% | +14.1% | +370.5% | +340.0% |
| 5Y | +875.4% | +20.6% | +854.8% | +751.1% |
| All | +14,546.7% | +28.1% | +14,518.6% | +12,114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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