+1,029.8%
NVDA vs VSXY
+37.5%
+992.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | -2.5% | -18.7% | +16.2% | +0.3% |
| 3M | +6.7% | -4.0% | +10.6% | +6.6% |
| 6M | +17.6% | +67.5% | -49.9% | +4.9% |
| YTD | +17.3% | +39.7% | -22.3% | +6.9% |
| 1Y | +23.5% | +180.0% | -156.5% | -2.3% |
| 3Y | +384.6% | +337.3% | +47.3% | +212.5% |
| 5Y | +875.4% | +22.7% | +852.7% | +749.9% |
| All | +1,029.8% | +37.5% | +992.2% | +868.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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