+399.1%
NVDA vs VRT
+637.8%
-238.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | -1.3% |
| 7D | +5.9% | +9.1% | -3.2% | +1.5% |
| 30D | +5.1% | +0.9% | +4.1% | +4.3% |
| 3M | +5.4% | -13.4% | +18.7% | +9.7% |
| 6M | +26.0% | +11.7% | +14.3% | +12.4% |
| YTD | +23.7% | +73.2% | -49.6% | -15.6% |
| 1Y | +34.4% | +123.4% | -89.0% | -22.7% |
| All | +399.1% | +637.8% | -238.7% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling