+7,999.2%
NVDA vs VST
+1,153.0%
+6,846.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | -8.5% | +19.2% | -27.6% | -14.9% |
| 30D | -27.3% | -17.2% | -10.1% | -22.4% |
| 3M | -25.8% | -8.1% | -17.6% | -24.3% |
| 6M | -24.6% | -8.1% | -16.4% | -24.0% |
| YTD | -10.7% | -16.3% | +5.6% | -8.6% |
| 1Y | -14.0% | -24.1% | +10.1% | -8.7% |
| 3Y | +244.9% | +300.2% | -55.4% | +81.8% |
| 5Y | +449.3% | +645.9% | -196.6% | +131.1% |
| All | +7,999.2% | +1,153.0% | +6,846.2% | +2,590.6% |
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