+7,836.4%
NVDA vs VST
+1,139.0%
+6,697.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -12.7% | +6.6% | -19.3% | -15.1% |
| 30D | -26.4% | -12.4% | -14.0% | -23.1% |
| 3M | -27.6% | -9.0% | -18.6% | -26.0% |
| 6M | -27.7% | -6.4% | -21.3% | -27.7% |
| YTD | -12.5% | -17.2% | +4.7% | -10.0% |
| 1Y | -12.6% | -22.0% | +9.4% | -8.3% |
| 3Y | +235.9% | +296.7% | -60.7% | +77.8% |
| 5Y | +438.2% | +637.6% | -199.4% | +127.5% |
| All | +7,836.4% | +1,139.0% | +6,697.4% | +2,548.2% |
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