+14,546.7%
NVDA vs VTV
+234.5%
+14,312.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -1.0% |
| 7D | -5.1% | -1.1% | -4.0% | -3.7% |
| 30D | -2.5% | -1.0% | -1.5% | -1.2% |
| 3M | +6.7% | +4.6% | +2.0% | +0.2% |
| 6M | +17.6% | +13.5% | +4.1% | -1.0% |
| YTD | +17.3% | +18.5% | -1.2% | -7.0% |
| 1Y | +23.5% | +22.9% | +0.6% | -7.2% |
| 3Y | +384.6% | +67.8% | +316.8% | +138.7% |
| 5Y | +875.4% | +81.8% | +793.6% | +355.9% |
| All | +14,546.7% | +234.5% | +14,312.2% | +3,520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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