+84.8%
VT vs NVDX
+833.4%
-748.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | +1.0% | +7.3% | -6.3% | +0.3% |
| 30D | -0.2% | -0.9% | +0.7% | -0.4% |
| 3M | +4.5% | +8.4% | -3.8% | +3.1% |
| 6M | +14.1% | +38.2% | -24.1% | +9.3% |
| YTD | +14.8% | +19.3% | -4.5% | +11.0% |
| 1Y | +21.2% | +33.3% | -12.1% | +15.3% |
| All | +84.8% | +833.4% | -748.6% | +36.4% |
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