+874.6%
NVDA vs VIG
+61.5%
+813.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.5% |
| 7D | -4.4% | -2.2% | -2.2% | -0.1% |
| 30D | +0.4% | -3.2% | +3.6% | +6.9% |
| 3M | +9.0% | +3.0% | +5.9% | +2.5% |
| 6M | +18.3% | +8.1% | +10.2% | +1.1% |
| YTD | +17.2% | +9.1% | +8.2% | -1.6% |
| 1Y | +23.3% | +12.6% | +10.7% | -3.2% |
| 3Y | +380.0% | +55.4% | +324.7% | +92.7% |
| 5Y | +874.6% | +62.8% | +811.8% | +294.1% |
| All | +874.6% | +61.5% | +813.2% | +294.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling