+10,310.1%
NVDA vs VST
+1,219.3%
+9,090.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.3% | -11.6% | -7.1% |
| 7D | -11.6% | -0.5% | -11.1% | -12.0% |
| 30D | -22.1% | -17.1% | -5.0% | -16.9% |
| 3M | -20.1% | -4.6% | -15.5% | -19.8% |
| 6M | -16.8% | -9.1% | -7.7% | -15.9% |
| YTD | -4.0% | -16.6% | +12.6% | -1.6% |
| 1Y | -4.8% | -29.5% | +24.7% | +4.2% |
| 3Y | +281.7% | +297.5% | -15.8% | +97.9% |
| 5Y | +485.4% | +654.5% | -169.2% | +138.5% |
| 10Y | +10,310.1% | +1,205.2% | +9,104.8% | +2,456.2% |
| All | +10,310.1% | +1,219.3% | +9,090.8% | +2,456.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling