+95,920.1%
NVDA vs VUG
+1,188.6%
+94,731.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.5% |
| 7D | -12.7% | +2.5% | -15.3% | -16.4% |
| 30D | -26.4% | -6.3% | -20.1% | -18.3% |
| 3M | -27.6% | -6.0% | -21.6% | -19.9% |
| 6M | -27.7% | -3.5% | -24.2% | -23.1% |
| YTD | -12.5% | +3.9% | -16.4% | -17.3% |
| 1Y | -12.6% | +5.1% | -17.7% | -19.0% |
| 3Y | +235.9% | +77.9% | +158.1% | +44.3% |
| 5Y | +438.2% | +62.4% | +375.8% | +196.1% |
| 10Y | +7,445.8% | +399.4% | +7,046.4% | +712.5% |
| All | +95,920.1% | +1,188.6% | +94,731.5% | +2,140.4% |
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