+23.4%
NVDA vs VMC
-13.8%
+37.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.8% |
| 30D | +0.5% | -12.8% | +13.3% | +2.2% |
| 3M | +9.1% | -7.9% | +17.0% | +9.4% |
| 6M | +18.5% | -7.5% | +26.0% | +17.9% |
| YTD | +17.4% | -11.6% | +29.0% | +15.2% |
| 1Y | +23.4% | -14.3% | +37.7% | +21.3% |
| All | +23.4% | -13.8% | +37.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling