-54.9%
NVO vs VST
+295.7%
-350.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +3.3% | +6.6% | -3.3% | +2.8% |
| 30D | +9.2% | -12.4% | +21.6% | +10.0% |
| 3M | -9.8% | -9.0% | -0.8% | -9.5% |
| 6M | -10.4% | -6.4% | -4.0% | -10.7% |
| YTD | -14.1% | -17.2% | +3.1% | -13.9% |
| 1Y | -11.1% | -22.0% | +10.9% | -10.5% |
| 3Y | -54.9% | +296.7% | -351.6% | -60.0% |
| All | -54.9% | +295.7% | -350.7% | -60.0% |
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