+52,666.1%
NVDA vs VT
+374.2%
+52,291.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +5.9% | +0.4% | +5.4% | +5.2% |
| 30D | +5.1% | +1.0% | +4.1% | +3.8% |
| 3M | +5.4% | +2.4% | +3.0% | +2.4% |
| 6M | +26.0% | +12.0% | +14.0% | +8.0% |
| YTD | +23.7% | +15.3% | +8.3% | +1.9% |
| 1Y | +34.4% | +22.6% | +11.8% | +1.9% |
| 3Y | +375.8% | +74.7% | +301.1% | +133.5% |
| 5Y | +911.8% | +66.1% | +845.6% | +482.2% |
| 10Y | +14,899.8% | +225.0% | +14,674.8% | +4,075.0% |
| All | +52,666.1% | +374.2% | +52,291.9% | +8,344.1% |
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