+2,786.8%
NVDA vs VRT
+1,919.9%
+866.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.6% | -13.9% | -8.6% |
| 7D | -11.6% | -10.6% | -1.0% | -7.9% |
| 30D | -22.1% | -17.4% | -4.6% | -16.8% |
| 3M | -20.1% | -26.4% | +6.3% | -11.0% |
| 6M | -16.8% | -41.0% | +24.2% | -0.3% |
| YTD | -4.0% | +23.8% | -27.8% | -22.4% |
| 1Y | -4.8% | +11.6% | -16.4% | -19.6% |
| 3Y | +281.7% | +403.5% | -121.8% | +49.1% |
| 5Y | +485.4% | +647.0% | -161.7% | +65.6% |
| All | +2,786.8% | +1,919.9% | +866.9% | +533.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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