+13,646.7%
NVDA vs VST
+1,175.7%
+12,471.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.6% |
| 7D | +5.9% | +8.9% | -3.0% | +2.4% |
| 30D | +5.1% | +6.2% | -1.1% | +2.5% |
| 3M | +5.4% | -2.7% | +8.1% | +5.8% |
| 6M | +26.0% | -8.4% | +34.4% | +27.8% |
| YTD | +23.7% | -7.2% | +30.9% | +23.2% |
| 1Y | +34.4% | -20.9% | +55.3% | +41.5% |
| 3Y | +375.8% | +384.0% | -8.2% | +133.0% |
| 5Y | +911.8% | +757.1% | +154.7% | +299.5% |
| All | +13,646.7% | +1,175.7% | +12,471.0% | +3,664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling