+174.8%
NVO vs VST
+1,196.4%
-1,021.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.3% |
| 7D | +0.1% | +9.9% | -9.8% | -1.0% |
| 30D | -3.2% | +7.9% | -11.1% | -4.1% |
| 3M | +11.5% | +3.4% | +8.1% | +10.7% |
| 6M | +22.9% | -4.1% | +27.0% | +22.8% |
| YTD | -6.8% | -5.7% | -1.1% | -7.1% |
| 1Y | -12.6% | -18.9% | +6.2% | -11.7% |
| 3Y | -49.6% | +359.1% | -408.6% | -61.8% |
| 5Y | +0.6% | +766.9% | -766.3% | -31.5% |
| All | +174.8% | +1,196.4% | -1,021.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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