+270.9%
NVDA vs VLTO
+56.4%
+214.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.2% |
| 7D | -12.7% | +1.0% | -13.7% | -12.9% |
| 30D | -26.4% | +17.5% | -43.9% | -29.3% |
| 3M | -27.6% | +21.4% | -49.0% | -31.2% |
| 6M | -27.7% | +38.1% | -65.9% | -34.5% |
| YTD | -12.5% | +19.0% | -31.5% | -16.3% |
| 1Y | -12.6% | +20.7% | -33.3% | -17.2% |
| 3Y | +235.9% | +64.3% | +171.7% | +193.8% |
| All | +270.9% | +56.4% | +214.5% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling