+77,303.8%
NVDA vs VCLT
+103.4%
+77,200.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | +5.1% | -0.9% | +5.9% | +5.4% |
| 3M | +5.4% | -3.2% | +8.6% | +6.5% |
| 6M | +26.0% | -3.8% | +29.8% | +27.7% |
| YTD | +23.7% | -2.0% | +25.7% | +24.6% |
| 1Y | +34.4% | -0.8% | +35.2% | +34.8% |
| 3Y | +375.8% | +12.3% | +363.5% | +357.8% |
| 5Y | +911.8% | -15.4% | +927.2% | +896.3% |
| 10Y | +14,899.8% | +15.7% | +14,884.0% | +15,981.7% |
| All | +77,303.8% | +103.4% | +77,200.4% | +138,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling