-9.8%
NVDA vs VG
+51.8%
-61.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.9% |
| 7D | -13.2% | +5.5% | -18.7% | -13.1% |
| 30D | -23.2% | -3.6% | -19.7% | -23.2% |
| 3M | -20.0% | -4.0% | -16.1% | -20.0% |
| 6M | -20.6% | +9.4% | -30.0% | -20.1% |
| YTD | -6.6% | +86.6% | -93.3% | -13.1% |
| 1Y | -9.8% | +69.5% | -79.3% | -16.5% |
| All | -9.8% | +51.8% | -61.6% | -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