+56,879.0%
NVDA vs V
+2,773.8%
+54,105.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | +5.9% | -1.7% | +7.6% | +7.2% |
| 30D | +5.1% | +2.0% | +3.1% | +3.2% |
| 3M | +5.4% | +17.4% | -12.0% | -7.3% |
| 6M | +26.0% | +17.5% | +8.5% | +9.8% |
| YTD | +23.7% | +7.6% | +16.1% | +14.1% |
| 1Y | +34.4% | +7.7% | +26.7% | +22.7% |
| 3Y | +375.8% | +54.7% | +321.1% | +226.8% |
| 5Y | +911.8% | +73.0% | +838.7% | +551.3% |
| 10Y | +14,899.8% | +390.9% | +14,508.9% | +4,947.4% |
| All | +56,879.0% | +2,773.8% | +54,105.2% | +6,010.6% |
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