+485.4%
NVDA vs VRT
+632.1%
-146.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.6% | -13.9% | -8.7% |
| 7D | -11.6% | -10.6% | -1.0% | -7.8% |
| 30D | -22.1% | -17.4% | -4.6% | -16.7% |
| 3M | -20.1% | -26.4% | +6.3% | -10.7% |
| 6M | -16.8% | -41.0% | +24.2% | +0.1% |
| YTD | -4.0% | +23.8% | -27.8% | -23.3% |
| 1Y | -4.8% | +11.6% | -16.4% | -20.4% |
| 3Y | +281.7% | +403.5% | -121.8% | +41.2% |
| 5Y | +485.4% | +647.0% | -161.7% | +77.4% |
| All | +485.4% | +632.1% | -146.7% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling