+51.7%
VSH vs NVDX
+772.1%
-720.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +4.8% | -10.2% | +15.0% | +7.1% |
| 30D | -0.7% | -7.3% | +6.6% | +0.6% |
| 3M | -43.1% | +5.5% | -48.6% | -43.9% |
| 6M | +91.8% | +18.3% | +73.5% | +83.3% |
| YTD | +131.6% | +11.4% | +120.2% | +122.6% |
| 1Y | +118.1% | +12.7% | +105.4% | +107.6% |
| All | +51.7% | +772.1% | -720.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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