+14,551.4%
NVDA vs VUG
+419.9%
+14,131.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.3% |
| 7D | -4.3% | -1.9% | -2.4% | -1.1% |
| 30D | +0.5% | -1.6% | +2.1% | +3.5% |
| 3M | +9.1% | +4.4% | +4.7% | +1.5% |
| 6M | +18.5% | +13.2% | +5.3% | -4.0% |
| YTD | +17.4% | +7.5% | +9.9% | +4.3% |
| 1Y | +23.4% | +12.5% | +11.0% | +1.8% |
| 3Y | +380.6% | +86.0% | +294.6% | +81.6% |
| 5Y | +875.7% | +76.5% | +799.2% | +346.4% |
| All | +14,551.4% | +419.9% | +14,131.5% | +1,061.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling