+474.2%
NVDA vs VFC
-67.9%
+542.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | -13.2% | -1.4% | -11.8% | -12.9% |
| 30D | -23.2% | +30.7% | -54.0% | -27.5% |
| 3M | -20.0% | +40.6% | -60.7% | -25.8% |
| 6M | -20.6% | +16.5% | -37.1% | -23.9% |
| YTD | -6.6% | +16.2% | -22.8% | -11.1% |
| 1Y | -9.8% | +42.4% | -52.3% | -18.4% |
| 3Y | +260.5% | +48.1% | +212.4% | +185.0% |
| 5Y | +474.2% | -67.8% | +542.0% | +1,184.8% |
| All | +474.2% | -67.9% | +542.1% | +1,184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling