+10,574.6%
NVDA vs VT
+215.5%
+10,359.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.3% |
| 7D | -8.8% | -2.3% | -6.5% | -4.7% |
| 30D | -21.4% | -5.0% | -16.4% | -13.4% |
| 3M | -14.7% | -4.9% | -9.8% | -6.0% |
| 6M | -10.0% | -1.5% | -8.4% | -6.6% |
| YTD | +0.3% | +8.5% | -8.2% | -13.1% |
| 1Y | -0.5% | +11.4% | -11.9% | -17.8% |
| 3Y | +309.2% | +70.1% | +239.1% | +65.0% |
| 5Y | +530.1% | +53.7% | +476.4% | +231.8% |
| All | +10,574.6% | +215.5% | +10,359.0% | +2,943.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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