+14,890.9%
NVDA vs VO
+200.7%
+14,690.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.3% |
| 7D | -0.3% | -0.6% | +0.3% | +0.6% |
| 30D | +2.8% | -1.9% | +4.7% | +6.0% |
| 3M | +7.4% | +3.3% | +4.2% | +2.4% |
| 6M | +22.6% | +9.7% | +12.9% | +6.4% |
| YTD | +20.1% | +12.6% | +7.5% | -0.1% |
| 1Y | +31.2% | +13.6% | +17.5% | +7.2% |
| 3Y | +391.7% | +56.8% | +334.9% | +147.2% |
| 5Y | +911.9% | +42.3% | +869.6% | +541.0% |
| All | +14,890.9% | +200.7% | +14,690.2% | +3,442.4% |
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