+396.0%
NVDA vs VCLT
+12.6%
+383.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +7.4% | -2.9% | +10.3% | +9.3% |
| 6M | +22.6% | -4.0% | +26.6% | +25.4% |
| YTD | +20.1% | -2.2% | +22.3% | +21.8% |
| 1Y | +31.2% | -2.6% | +33.7% | +33.1% |
| All | +396.0% | +12.6% | +383.4% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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