+444.8%
NVDA vs VCLT
-16.7%
+461.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -12.7% | -2.3% | -10.5% | -11.0% |
| 30D | -26.4% | +0.8% | -27.2% | -26.9% |
| 3M | -27.6% | -2.7% | -25.0% | -26.0% |
| 6M | -27.7% | -4.3% | -23.4% | -24.9% |
| YTD | -12.5% | -4.3% | -8.2% | -9.0% |
| 1Y | -12.6% | -4.4% | -8.3% | -9.2% |
| 3Y | +235.9% | +13.8% | +222.2% | +189.8% |
| All | +444.8% | -16.7% | +461.5% | +479.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling