+258.4%
NVDA vs VCIT
+19.5%
+238.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -13.2% | -0.5% | -12.7% | -12.9% |
| 30D | -23.2% | +1.0% | -24.3% | -23.9% |
| 3M | -20.0% | -1.4% | -18.6% | -19.1% |
| 6M | -20.6% | -2.1% | -18.6% | -19.2% |
| YTD | -6.6% | -1.8% | -4.8% | -5.2% |
| 1Y | -9.8% | -1.4% | -8.5% | -8.6% |
| All | +258.4% | +19.5% | +238.9% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling