+15,200.7%
NVDA vs V
+378.5%
+14,822.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +2.3% |
| 30D | +2.8% | +1.9% | +0.9% | +0.7% |
| 3M | +7.4% | +13.2% | -5.8% | -5.3% |
| 6M | +22.6% | +16.7% | +5.9% | +3.8% |
| YTD | +20.1% | +5.4% | +14.7% | +10.7% |
| 1Y | +31.2% | +7.7% | +23.5% | +16.8% |
| 3Y | +391.7% | +52.0% | +339.7% | +202.1% |
| 5Y | +911.9% | +67.7% | +844.1% | +467.6% |
| 10Y | +15,200.7% | +384.8% | +14,815.9% | +2,813.0% |
| All | +15,200.7% | +378.5% | +14,822.2% | +2,813.0% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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