+911.9%
NVDA vs VSH
+67.3%
+844.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -0.3% | +3.5% | -3.9% | -2.0% |
| 30D | +2.8% | -4.4% | +7.2% | +4.8% |
| 3M | +7.4% | -45.8% | +53.2% | +37.7% |
| 6M | +22.6% | +90.1% | -67.5% | -25.2% |
| YTD | +20.1% | +120.3% | -100.2% | -33.9% |
| 1Y | +31.2% | +112.2% | -81.1% | -27.5% |
| 3Y | +391.7% | +36.6% | +355.1% | +249.9% |
| 5Y | +911.9% | +67.0% | +844.9% | +467.2% |
| All | +911.9% | +67.3% | +844.6% | +467.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling