+7,836.4%
NVDA vs VO
+197.6%
+7,638.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +3.1% | -15.8% | -17.0% |
| 30D | -26.4% | +2.2% | -28.6% | -28.9% |
| 3M | -27.6% | -2.5% | -25.1% | -24.8% |
| 6M | -27.7% | +7.0% | -34.7% | -34.7% |
| YTD | -12.5% | +14.0% | -26.5% | -28.6% |
| 1Y | -12.6% | +15.6% | -28.3% | -30.5% |
| 3Y | +235.9% | +66.2% | +169.8% | +54.2% |
| 5Y | +438.2% | +36.6% | +401.6% | +258.9% |
| All | +7,836.4% | +197.6% | +7,638.8% | +1,719.4% |
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