+911.9%
NVDA vs VMC
+48.3%
+863.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | +1.4% |
| 7D | -0.3% | -5.3% | +5.0% | +3.5% |
| 30D | +2.8% | -12.3% | +15.1% | +12.4% |
| 3M | +7.4% | -10.3% | +17.7% | +14.1% |
| 6M | +22.6% | -8.6% | +31.2% | +26.7% |
| YTD | +20.1% | -11.9% | +32.0% | +25.1% |
| 1Y | +31.2% | -13.9% | +45.1% | +38.6% |
| 3Y | +391.7% | +18.2% | +373.6% | +272.5% |
| 5Y | +911.9% | +47.7% | +864.1% | +520.8% |
| All | +911.9% | +48.3% | +863.6% | +520.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling