+14,546.7%
NVDA vs VNQ
+64.0%
+14,482.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.6% |
| 7D | -5.1% | -1.3% | -3.9% | -4.2% |
| 30D | -2.5% | -2.6% | +0.1% | -0.6% |
| 3M | +6.7% | -2.0% | +8.7% | +7.7% |
| 6M | +17.6% | +4.3% | +13.3% | +12.7% |
| YTD | +17.3% | +9.2% | +8.1% | +8.2% |
| 1Y | +23.5% | +5.6% | +17.9% | +16.5% |
| 3Y | +384.6% | +30.8% | +353.8% | +267.9% |
| 5Y | +875.4% | +8.0% | +867.4% | +797.9% |
| All | +14,546.7% | +64.0% | +14,482.7% | +9,314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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