+3,509.8%
NVDA vs VRT
+2,548.2%
+961.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | +3.5% |
| 7D | -0.3% | +2.4% | -2.7% | -1.9% |
| 30D | +2.8% | -2.7% | +5.5% | +3.5% |
| 3M | +7.4% | -9.2% | +16.6% | +8.8% |
| 6M | +22.6% | -0.5% | +23.1% | +16.7% |
| YTD | +20.1% | +62.3% | -42.3% | -12.0% |
| 1Y | +31.2% | +109.6% | -78.4% | -16.6% |
| 3Y | +391.7% | +573.1% | -181.3% | +71.8% |
| 5Y | +911.9% | +953.6% | -41.8% | +151.4% |
| All | +3,509.8% | +2,548.2% | +961.6% | +617.5% |
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