+14,551.4%
NVDA vs VMC
+154.4%
+14,397.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.4% |
| 7D | -4.3% | -3.7% | -0.6% | -2.5% |
| 30D | +0.5% | -12.8% | +13.3% | +7.3% |
| 3M | +9.1% | -7.9% | +17.0% | +12.5% |
| 6M | +18.5% | -7.5% | +26.0% | +21.1% |
| YTD | +17.4% | -11.6% | +29.0% | +21.7% |
| 1Y | +23.4% | -14.3% | +37.7% | +29.7% |
| 3Y | +380.6% | +18.5% | +362.1% | +324.4% |
| 5Y | +875.7% | +46.8% | +829.0% | +687.2% |
| All | +14,551.4% | +154.4% | +14,397.0% | +8,985.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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