+475.8%
NVDA vs VST
+644.1%
-168.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.4% | -4.6% |
| 7D | -18.3% | -6.0% | -12.3% | -16.7% |
| 30D | -26.3% | -18.8% | -7.6% | -20.2% |
| 3M | -22.3% | -8.0% | -14.2% | -20.7% |
| 6M | -21.3% | -10.9% | -10.4% | -19.8% |
| YTD | -9.2% | -18.3% | +9.1% | -6.2% |
| 1Y | -14.9% | -29.9% | +15.0% | -5.9% |
| 3Y | +250.5% | +290.3% | -39.8% | +43.8% |
| 5Y | +475.8% | +635.3% | -159.5% | +66.2% |
| All | +475.8% | +644.1% | -168.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling