+474.2%
NVDA vs VUG
+65.5%
+408.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | -0.1% |
| 7D | -13.2% | -1.1% | -12.1% | -11.6% |
| 30D | -23.2% | -7.0% | -16.2% | -12.8% |
| 3M | -20.0% | -3.7% | -16.3% | -14.5% |
| 6M | -20.6% | -1.6% | -19.0% | -18.3% |
| YTD | -6.6% | +5.1% | -11.8% | -14.6% |
| 1Y | -9.8% | +3.8% | -13.6% | -15.5% |
| 3Y | +260.5% | +79.9% | +180.6% | +33.6% |
| 5Y | +474.2% | +66.4% | +407.8% | +188.3% |
| All | +474.2% | +65.5% | +408.7% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling