-56.5%
NVO vs VST
+264.2%
-320.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.5% | -0.7% |
| 7D | +0.8% | -9.8% | +10.6% | +1.3% |
| 30D | +5.4% | -25.1% | +30.5% | +7.4% |
| 3M | -11.2% | -11.6% | +0.4% | -10.8% |
| 6M | -10.8% | -20.9% | +10.1% | -9.9% |
| YTD | -16.8% | -22.3% | +5.5% | -16.2% |
| 1Y | -9.0% | -32.0% | +23.0% | -7.6% |
| 3Y | -56.5% | +262.4% | -318.9% | -60.8% |
| All | -56.5% | +264.2% | -320.7% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling