-14.0%
NVDA vs VFC
+36.5%
-50.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.4% | -4.1% |
| 7D | -8.5% | -1.4% | -7.1% | -8.4% |
| 30D | -27.3% | +24.6% | -51.9% | -28.5% |
| 3M | -25.8% | +38.4% | -64.2% | -27.9% |
| 6M | -24.6% | +15.3% | -39.8% | -25.4% |
| YTD | -10.7% | +12.7% | -23.4% | -11.8% |
| 1Y | -14.0% | +32.7% | -46.7% | -13.1% |
| All | -14.0% | +36.5% | -50.5% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling