+1.0%
NVDA vs VST
-35.7%
+36.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.8% | +10.7% | +0.3% |
| 7D | -7.1% | -15.7% | +8.6% | -3.2% |
| 30D | -16.2% | -17.0% | +0.7% | -12.6% |
| 3M | -5.5% | -15.9% | +10.4% | -1.7% |
| 6M | +1.1% | -25.0% | +26.1% | +7.2% |
| YTD | +7.6% | -25.1% | +32.7% | +12.1% |
| 1Y | +1.0% | -34.9% | +35.8% | +11.1% |
| All | +1.0% | -35.7% | +36.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling