+135,573.8%
NVDA vs VUG
+1,251.8%
+134,322.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | +5.9% | -0.1% | +6.0% | +6.1% |
| 30D | +5.1% | -0.3% | +5.4% | +5.9% |
| 3M | +5.4% | -0.7% | +6.0% | +6.9% |
| 6M | +26.0% | +14.6% | +11.4% | +1.3% |
| YTD | +23.7% | +9.0% | +14.6% | +8.2% |
| 1Y | +34.4% | +14.9% | +19.5% | +8.4% |
| 3Y | +375.8% | +86.0% | +289.8% | +90.8% |
| 5Y | +911.8% | +76.7% | +835.1% | +389.5% |
| 10Y | +14,899.8% | +411.3% | +14,488.5% | +1,455.9% |
| All | +135,573.8% | +1,251.8% | +134,322.0% | +2,833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling