+34,515.3%
NVDA vs VIG
+655.8%
+33,859.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +3.5% | -16.2% | -17.6% |
| 30D | -26.4% | +4.9% | -31.3% | -32.0% |
| 3M | -27.6% | +2.5% | -30.2% | -30.8% |
| 6M | -27.7% | +11.0% | -38.7% | -39.0% |
| YTD | -12.5% | +16.0% | -28.4% | -31.1% |
| 1Y | -12.6% | +17.5% | -30.2% | -32.8% |
| 3Y | +235.9% | +67.0% | +168.9% | +51.9% |
| 5Y | +438.2% | +64.8% | +373.4% | +167.6% |
| 10Y | +7,445.8% | +263.6% | +7,182.2% | +1,106.9% |
| All | +34,515.3% | +655.8% | +33,859.5% | +1,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling