+444.8%
NVDA vs USFR
+21.4%
+423.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -26.4% | +0.4% | -26.8% | -26.2% |
| 3M | -27.6% | +1.1% | -28.7% | -27.0% |
| 6M | -27.7% | +2.0% | -29.8% | -26.7% |
| YTD | -12.5% | +3.5% | -15.9% | -11.7% |
| 1Y | -12.6% | +4.1% | -16.7% | -12.1% |
| 3Y | +235.9% | +14.4% | +221.6% | +194.3% |
| All | +444.8% | +21.4% | +423.4% | +351.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling