+7,836.4%
NVDA vs VSH
+115.4%
+7,721.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | +0.1% |
| 7D | -12.7% | +14.3% | -27.1% | -19.4% |
| 30D | -26.4% | -7.9% | -18.6% | -24.9% |
| 3M | -27.6% | -19.9% | -7.8% | -21.8% |
| 6M | -27.7% | -30.5% | +2.8% | -23.0% |
| YTD | -12.5% | +85.7% | -98.1% | -50.0% |
| 1Y | -12.6% | +98.9% | -111.6% | -52.5% |
| 3Y | +235.9% | +32.1% | +203.9% | +113.8% |
| 5Y | +438.2% | +39.7% | +398.6% | +235.2% |
| All | +7,836.4% | +115.4% | +7,721.1% | +3,341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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