-10.0%
NVDA vs VG
+32.8%
-42.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -4.2% |
| 7D | -11.6% | -8.3% | -3.3% | -11.7% |
| 30D | -22.1% | -10.3% | -11.7% | -22.1% |
| 3M | -20.1% | -10.8% | -9.4% | -20.2% |
| 6M | -16.8% | +3.5% | -20.3% | -16.4% |
| YTD | -4.0% | +74.0% | -77.9% | -12.1% |
| All | -10.0% | +32.8% | -42.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling