+14,551.4%
NVDA vs VSH
+179.3%
+14,372.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.8% |
| 7D | -4.3% | +3.1% | -7.4% | -5.9% |
| 30D | +0.5% | -5.7% | +6.2% | +3.5% |
| 3M | +9.1% | -42.5% | +51.5% | +38.5% |
| 6M | +18.5% | +82.7% | -64.2% | -27.0% |
| YTD | +17.4% | +118.2% | -100.9% | -36.0% |
| 1Y | +23.4% | +109.7% | -86.2% | -32.3% |
| 3Y | +380.6% | +35.3% | +345.3% | +220.2% |
| 5Y | +875.7% | +65.6% | +810.1% | +474.4% |
| All | +14,551.4% | +179.3% | +14,372.1% | +5,481.1% |
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