+10,574.6%
NVDA vs VCIT
+28.8%
+10,545.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -8.8% | +0.1% | -8.9% | -9.0% |
| 30D | -21.4% | +1.9% | -23.3% | -23.4% |
| 3M | -14.7% | -1.4% | -13.2% | -13.1% |
| 6M | -10.0% | -2.1% | -7.9% | -7.4% |
| YTD | +0.3% | -1.6% | +1.9% | +2.6% |
| 1Y | -0.5% | -0.9% | +0.4% | +0.8% |
| 3Y | +309.2% | +20.0% | +289.2% | +217.4% |
| 5Y | +530.1% | +3.1% | +526.9% | +472.3% |
| All | +10,574.6% | +28.8% | +10,545.8% | +11,147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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