+14,551.4%
NVDA vs VFC
-70.4%
+14,621.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -4.3% | -3.3% | -1.0% | -3.5% |
| 30D | +0.5% | -14.0% | +14.5% | +4.5% |
| 3M | +9.1% | -22.6% | +31.6% | +15.7% |
| 6M | +18.5% | -24.7% | +43.2% | +25.8% |
| YTD | +17.4% | -29.0% | +46.3% | +25.8% |
| 1Y | +23.4% | -13.8% | +37.2% | +23.2% |
| 3Y | +380.6% | -28.2% | +408.8% | +338.8% |
| 5Y | +875.7% | -79.0% | +954.7% | +1,434.7% |
| All | +14,551.4% | -70.4% | +14,621.8% | +21,103.9% |
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