+235.9%
NVDA vs USFR
+14.4%
+221.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -12.7% | +0.1% | -12.8% | -12.3% |
| 30D | -26.4% | +0.4% | -26.8% | -24.2% |
| 3M | -27.6% | +1.1% | -28.7% | -21.1% |
| 6M | -27.7% | +2.0% | -29.8% | -14.7% |
| YTD | -12.5% | +3.5% | -15.9% | +11.9% |
| 1Y | -12.6% | +4.1% | -16.7% | +15.6% |
| 3Y | +235.9% | +14.4% | +221.6% | +644.5% |
| All | +235.9% | +14.4% | +221.6% | +644.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling