+7,725.7%
NVDA vs V
+457.4%
+7,268.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.8% |
| 7D | -18.3% | +0.8% | -19.1% | -18.9% |
| 30D | -26.3% | +9.9% | -36.3% | -32.4% |
| 3M | -22.3% | +17.5% | -39.8% | -33.2% |
| 6M | -21.3% | +33.5% | -54.8% | -40.6% |
| YTD | -9.2% | +21.6% | -30.8% | -26.6% |
| 1Y | -14.9% | +27.6% | -42.5% | -34.7% |
| 3Y | +250.5% | +76.4% | +174.1% | +87.9% |
| 5Y | +475.8% | +103.8% | +372.0% | +172.2% |
| All | +7,725.7% | +457.4% | +7,268.3% | +1,261.3% |
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