+7,999.2%
NVDA vs VO
+197.6%
+7,801.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.0% |
| 7D | -8.5% | +2.9% | -11.4% | -12.7% |
| 30D | -27.3% | +1.0% | -28.3% | -28.4% |
| 3M | -25.8% | -1.7% | -24.0% | -23.8% |
| 6M | -24.6% | +6.7% | -31.2% | -31.6% |
| YTD | -10.7% | +14.0% | -24.7% | -27.1% |
| 1Y | -14.0% | +13.7% | -27.7% | -29.8% |
| 3Y | +244.9% | +65.8% | +179.0% | +58.8% |
| 5Y | +449.3% | +36.6% | +412.7% | +266.4% |
| All | +7,999.2% | +197.6% | +7,801.6% | +1,757.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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