+889.8%
NVDA vs VCLT
-17.2%
+907.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -1.4% | -3.8% | -4.0% |
| 30D | -2.5% | -1.2% | -1.3% | -1.5% |
| 3M | +6.7% | -4.8% | +11.4% | +11.3% |
| 6M | +17.6% | -2.6% | +20.2% | +20.5% |
| YTD | +17.3% | -3.3% | +20.7% | +21.0% |
| 1Y | +23.5% | -4.8% | +28.3% | +28.9% |
| 3Y | +384.6% | +11.5% | +373.1% | +327.3% |
| All | +889.8% | -17.2% | +907.0% | +1,026.6% |
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 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