+14,546.7%
NVDA vs VYM
+209.2%
+14,337.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -1.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.1% |
| 30D | -2.5% | -2.2% | -0.2% | +0.6% |
| 3M | +6.7% | +3.1% | +3.6% | +2.3% |
| 6M | +17.6% | +9.7% | +7.9% | +3.5% |
| YTD | +17.3% | +14.9% | +2.4% | -3.1% |
| 1Y | +23.5% | +17.6% | +5.9% | -1.5% |
| 3Y | +384.6% | +65.3% | +319.3% | +143.0% |
| 5Y | +875.4% | +78.7% | +796.7% | +364.0% |
| All | +14,546.7% | +209.2% | +14,337.5% | +3,524.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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