+34.4%
NVDA vs VUG
+15.8%
+18.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | +5.9% | -0.1% | +6.0% | +6.0% |
| 30D | +5.1% | -0.3% | +5.4% | +5.8% |
| 3M | +5.4% | -0.7% | +6.0% | +7.2% |
| 6M | +26.0% | +14.6% | +11.4% | +4.0% |
| YTD | +23.7% | +9.0% | +14.6% | +10.7% |
| 1Y | +34.4% | +14.9% | +19.5% | +9.8% |
| All | +34.4% | +15.8% | +18.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling