+306.9%
NVDA vs VLTO
+56.1%
+250.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | -11.6% | +2.0% | -13.6% | -12.0% |
| 30D | -22.1% | +21.8% | -43.9% | -26.0% |
| 3M | -20.1% | +20.2% | -40.3% | -23.9% |
| 6M | -16.8% | +36.3% | -53.1% | -24.3% |
| YTD | -4.0% | +18.8% | -22.8% | -8.1% |
| 1Y | -4.8% | +20.4% | -25.2% | -9.7% |
| 3Y | +281.7% | +71.9% | +209.8% | +228.1% |
| All | +306.9% | +56.1% | +250.8% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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