+396.3%
NVDA vs VSH
+32.2%
+364.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +3.8% | +6.2% | -2.4% | +1.8% |
| 30D | +0.8% | -11.1% | +11.9% | +4.5% |
| 3M | +8.2% | -44.9% | +53.1% | +28.2% |
| 6M | +27.1% | +90.0% | -62.9% | -9.0% |
| YTD | +21.2% | +118.8% | -97.6% | -18.7% |
| 1Y | +34.3% | +109.0% | -74.7% | -9.0% |
| 3Y | +396.3% | +35.6% | +360.6% | +300.7% |
| All | +396.3% | +32.2% | +364.0% | +300.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling