+10,749.1%
NVDA vs VST
+866.2%
+9,882.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.1% | -6.8% |
| 7D | -15.0% | -19.9% | +4.9% | -7.5% |
| 30D | -24.1% | -29.7% | +5.6% | -13.4% |
| 3M | -17.1% | -19.6% | +2.5% | -10.6% |
| 6M | -7.4% | -29.4% | +22.0% | +3.8% |
| YTD | -2.4% | -29.7% | +27.3% | +7.4% |
| 1Y | -6.7% | -40.0% | +33.3% | +9.1% |
| 3Y | +304.7% | +231.0% | +73.7% | +127.9% |
| 5Y | +513.1% | +500.1% | +13.0% | +175.8% |
| 10Y | +10,855.0% | +1,004.2% | +9,850.8% | +3,195.7% |
| All | +10,749.1% | +866.2% | +9,882.9% | +3,182.4% |
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