+62,699.8%
NVDA vs USFR
+27.5%
+62,672.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +5.1% | +0.3% | +4.8% | +5.0% |
| 3M | +5.4% | +1.0% | +4.4% | +5.1% |
| 6M | +26.0% | +1.9% | +24.1% | +25.5% |
| YTD | +23.7% | +2.6% | +21.1% | +22.9% |
| 1Y | +34.4% | +4.0% | +30.4% | +33.2% |
| 3Y | +375.8% | +14.1% | +361.7% | +359.3% |
| 5Y | +911.8% | +20.4% | +891.3% | +863.7% |
| 10Y | +14,899.8% | +28.0% | +14,871.8% | +14,016.1% |
| All | +62,699.8% | +27.5% | +62,672.3% | +58,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling