+40,362.1%
NVDA vs VYM
+487.3%
+39,874.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -0.3% | -1.0% | +0.6% | +1.0% |
| 30D | +2.8% | -2.0% | +4.8% | +5.6% |
| 3M | +7.4% | +3.1% | +4.4% | +3.2% |
| 6M | +22.6% | +8.9% | +13.7% | +9.4% |
| YTD | +20.1% | +14.7% | +5.3% | -0.1% |
| 1Y | +31.2% | +19.4% | +11.7% | +3.2% |
| 3Y | +391.7% | +65.4% | +326.3% | +152.1% |
| 5Y | +911.9% | +77.6% | +834.3% | +396.1% |
| 10Y | +15,200.7% | +207.8% | +14,992.9% | +3,632.4% |
| All | +40,362.1% | +487.3% | +39,874.9% | +4,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling