+406.4%
NVDA vs V
+54.9%
+351.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +5.9% | -1.7% | +7.6% | +6.4% |
| 30D | +5.1% | +2.0% | +3.1% | +4.3% |
| 3M | +5.4% | +17.4% | -12.0% | -1.2% |
| 6M | +26.0% | +17.5% | +8.5% | +17.8% |
| YTD | +23.7% | +7.6% | +16.1% | +20.4% |
| 1Y | +34.4% | +7.7% | +26.7% | +30.5% |
| All | +406.4% | +54.9% | +351.6% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling