+889.8%
NVDA vs VTR
+87.5%
+802.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -2.5% | +1.1% | -3.6% | -2.8% |
| 3M | +6.7% | +7.9% | -1.2% | +3.7% |
| 6M | +17.6% | +6.2% | +11.4% | +14.7% |
| YTD | +17.3% | +17.7% | -0.4% | +10.7% |
| 1Y | +23.5% | +32.9% | -9.4% | +11.6% |
| 3Y | +384.6% | +129.7% | +254.9% | +236.8% |
| All | +889.8% | +87.5% | +802.2% | +569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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