+295.7%
NVDA vs VLTO
+57.1%
+238.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -13.2% | +1.5% | -14.7% | -13.5% |
| 30D | -23.2% | +20.9% | -44.2% | -26.9% |
| 3M | -20.0% | +21.4% | -41.4% | -24.0% |
| 6M | -20.6% | +37.6% | -58.2% | -28.0% |
| YTD | -6.6% | +19.5% | -26.2% | -10.8% |
| 1Y | -9.8% | +22.0% | -31.9% | -14.9% |
| 3Y | +260.5% | +70.7% | +189.8% | +211.0% |
| All | +295.7% | +57.1% | +238.6% | +253.2% |
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