+613,227.2%
NVDA vs VFC
+172.9%
+613,054.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | 0.0% |
| 7D | +5.9% | -1.6% | +7.5% | +6.5% |
| 30D | +5.1% | -11.6% | +16.7% | +9.6% |
| 3M | +5.4% | -18.1% | +23.5% | +11.7% |
| 6M | +26.0% | -27.4% | +53.4% | +38.3% |
| YTD | +23.7% | -24.8% | +48.5% | +32.9% |
| 1Y | +34.4% | -8.2% | +42.6% | +30.7% |
| 3Y | +375.8% | -29.1% | +404.9% | +318.7% |
| 5Y | +911.8% | -79.2% | +990.9% | +1,448.2% |
| 10Y | +14,899.8% | -68.1% | +14,967.9% | +16,968.9% |
| All | +613,227.2% | +172.9% | +613,054.3% | +264,311.1% |
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 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