-24.6%
NVDA vs VFC
+14.6%
-39.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.4% | -4.1% |
| 7D | -8.5% | -1.4% | -7.1% | -8.3% |
| 30D | -27.3% | +24.6% | -51.9% | -28.5% |
| 3M | -25.8% | +38.4% | -64.2% | -28.1% |
| 6M | -24.6% | +15.3% | -39.8% | -25.3% |
| All | -24.6% | +14.6% | -39.2% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling