+309.2%
NVDA vs V
+77.2%
+232.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -8.8% | +2.2% | -11.0% | -9.2% |
| 30D | -21.4% | +13.6% | -35.0% | -24.0% |
| 3M | -14.7% | +14.3% | -29.0% | -17.8% |
| 6M | -10.0% | +33.1% | -43.1% | -18.3% |
| YTD | +0.3% | +21.2% | -20.9% | -5.2% |
| 1Y | -0.5% | +26.4% | -27.0% | -8.1% |
| 3Y | +309.2% | +77.6% | +231.6% | +191.0% |
| All | +309.2% | +77.2% | +232.0% | +191.0% |
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 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