+911.9%
NVDA vs VFC
-78.7%
+990.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | +2.8% | -13.4% | +16.2% | +5.8% |
| 3M | +7.4% | -23.7% | +31.1% | +12.9% |
| 6M | +22.6% | -24.5% | +47.1% | +28.5% |
| YTD | +20.1% | -27.8% | +47.9% | +26.5% |
| 1Y | +31.2% | -13.5% | +44.6% | +31.0% |
| 3Y | +391.7% | -27.1% | +418.8% | +365.2% |
| 5Y | +911.9% | -79.0% | +990.9% | +2,049.7% |
| All | +911.9% | -78.7% | +990.6% | +2,049.7% |
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