+485.4%
NVDA vs VT
+57.4%
+428.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -9.8% |
| 7D | -11.6% | +0.4% | -11.9% | -12.6% |
| 30D | -22.1% | -2.6% | -19.5% | -17.7% |
| 3M | -20.1% | -3.2% | -16.9% | -14.3% |
| 6M | -16.8% | +0.9% | -17.7% | -18.3% |
| YTD | -4.0% | +11.3% | -15.3% | -24.2% |
| 1Y | -4.8% | +14.0% | -18.8% | -28.8% |
| 3Y | +281.7% | +75.8% | +205.8% | +12.4% |
| 5Y | +485.4% | +57.8% | +427.5% | +163.6% |
| All | +485.4% | +57.4% | +428.0% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling