+433,969.0%
NVDA vs VFC
+322.5%
+433,646.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.3% | -3.2% |
| 7D | -12.7% | +1.6% | -14.4% | -13.3% |
| 30D | -26.4% | +25.5% | -51.9% | -32.5% |
| 3M | -27.6% | +41.3% | -68.9% | -36.7% |
| 6M | -27.7% | +22.2% | -49.9% | -34.3% |
| YTD | -12.5% | +16.4% | -28.9% | -20.3% |
| 1Y | -12.6% | +38.4% | -51.1% | -26.1% |
| 3Y | +235.9% | +56.2% | +179.7% | +121.2% |
| 5Y | +438.2% | -68.2% | +506.4% | +606.0% |
| 10Y | +7,445.8% | -48.4% | +7,494.2% | +7,030.4% |
| All | +433,969.0% | +322.5% | +433,646.5% | +158,549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling