+7,999.2%
NVDA vs VFC
-50.3%
+8,049.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.4% | -3.6% |
| 7D | -8.5% | -1.4% | -7.1% | -8.2% |
| 30D | -27.3% | +24.6% | -51.9% | -31.5% |
| 3M | -25.8% | +38.4% | -64.2% | -32.2% |
| 6M | -24.6% | +15.3% | -39.8% | -28.4% |
| YTD | -10.7% | +12.7% | -23.4% | -15.6% |
| 1Y | -14.0% | +32.7% | -46.7% | -22.9% |
| 3Y | +244.9% | +43.7% | +201.2% | +159.6% |
| 5Y | +449.3% | -69.2% | +518.4% | +688.3% |
| All | +7,999.2% | -50.3% | +8,049.5% | +10,337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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