+14,546.7%
NVDA vs VGT
+820.0%
+13,726.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -1.9% |
| 7D | -5.1% | -0.2% | -5.0% | -4.9% |
| 30D | -2.5% | -0.4% | -2.0% | -1.6% |
| 3M | +6.7% | +4.4% | +2.2% | -0.9% |
| 6M | +17.6% | +32.1% | -14.5% | -25.2% |
| YTD | +17.3% | +28.8% | -11.5% | -22.4% |
| 1Y | +23.5% | +35.3% | -11.8% | -24.3% |
| 3Y | +384.6% | +124.8% | +259.9% | +44.1% |
| 5Y | +875.4% | +137.9% | +737.5% | +196.6% |
| All | +14,546.7% | +820.0% | +13,726.6% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling