+309.2%
NVDA vs VST
+264.2%
+44.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.6% | -7.8% | -1.6% |
| 7D | -8.8% | -9.8% | +1.0% | -5.3% |
| 30D | -21.4% | -25.1% | +3.7% | -12.2% |
| 3M | -14.7% | -11.6% | -3.1% | -11.4% |
| 6M | -10.0% | -20.9% | +10.9% | -3.4% |
| YTD | +0.3% | -22.3% | +22.6% | +6.0% |
| 1Y | -0.5% | -32.0% | +31.5% | +11.2% |
| 3Y | +309.2% | +262.4% | +46.8% | +121.0% |
| All | +309.2% | +264.2% | +44.9% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling