+14,546.7%
NVDA vs VEA
+165.0%
+14,381.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.7% |
| 7D | -5.1% | -1.5% | -3.7% | -3.0% |
| 30D | -2.5% | -0.8% | -1.6% | -1.2% |
| 3M | +6.7% | +2.5% | +4.2% | +2.8% |
| 6M | +17.6% | +11.1% | +6.5% | -0.7% |
| YTD | +17.3% | +17.2% | +0.1% | -9.2% |
| 1Y | +23.5% | +24.5% | -1.0% | -13.0% |
| 3Y | +384.6% | +75.4% | +309.2% | +101.2% |
| 5Y | +875.4% | +61.1% | +814.3% | +388.0% |
| All | +14,546.7% | +165.0% | +14,381.7% | +4,773.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling