+10,058.2%
NVDA vs VT
+217.6%
+9,840.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.6% |
| 7D | -18.3% | -0.1% | -18.1% | -18.3% |
| 30D | -26.3% | -3.1% | -23.3% | -22.0% |
| 3M | -22.3% | -3.5% | -18.8% | -16.9% |
| 6M | -21.3% | +0.5% | -21.8% | -21.6% |
| YTD | -9.2% | +10.8% | -20.0% | -24.6% |
| 1Y | -14.9% | +11.9% | -26.8% | -30.6% |
| 3Y | +250.5% | +73.0% | +177.5% | +36.5% |
| 5Y | +475.8% | +58.6% | +417.2% | +185.9% |
| 10Y | +10,058.2% | +219.2% | +9,839.1% | +2,682.5% |
| All | +10,058.2% | +217.6% | +9,840.6% | +2,682.5% |
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