+235.9%
NVDA vs VIG
+67.2%
+168.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +3.5% | -16.2% | -17.4% |
| 30D | -26.4% | +4.9% | -31.3% | -31.9% |
| 3M | -27.6% | +2.5% | -30.2% | -30.6% |
| 6M | -27.7% | +11.0% | -38.7% | -39.0% |
| YTD | -12.5% | +16.0% | -28.4% | -31.5% |
| 1Y | -12.6% | +17.5% | -30.2% | -33.3% |
| 3Y | +235.9% | +67.0% | +168.9% | +62.1% |
| All | +235.9% | +67.2% | +168.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling