+41,721.3%
NVDA vs V
+3,141.1%
+38,580.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -18.3% | +0.6% | -18.9% | -18.7% |
| 30D | -26.3% | +9.7% | -36.1% | -31.3% |
| 3M | -22.3% | +17.3% | -39.6% | -31.3% |
| 6M | -21.3% | +33.2% | -54.6% | -37.3% |
| YTD | -9.2% | +21.3% | -30.6% | -23.6% |
| 1Y | -14.9% | +27.3% | -42.3% | -31.2% |
| 3Y | +250.5% | +76.1% | +174.4% | +118.2% |
| 5Y | +475.8% | +103.5% | +372.4% | +230.5% |
| 10Y | +10,058.2% | +454.5% | +9,603.8% | +3,013.3% |
| All | +41,721.3% | +3,141.1% | +38,580.2% | +3,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling