+41,543.7%
NVDA vs VT
+345.0%
+41,198.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -3.5% |
| 7D | -15.0% | -4.2% | -10.8% | -9.5% |
| 30D | -24.1% | -5.8% | -18.3% | -17.1% |
| 3M | -17.1% | -5.2% | -11.8% | -10.0% |
| 6M | -7.4% | +0.1% | -7.5% | -6.6% |
| YTD | -2.4% | +8.2% | -10.6% | -11.7% |
| 1Y | -6.7% | +10.1% | -16.9% | -17.5% |
| 3Y | +304.7% | +69.7% | +235.1% | +107.5% |
| 5Y | +513.1% | +53.4% | +459.7% | +294.5% |
| 10Y | +10,855.0% | +219.2% | +10,635.8% | +3,073.2% |
| All | +41,543.7% | +345.0% | +41,198.7% | +7,218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling