-48.0%
NVO vs VST
+366.0%
-413.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.2% |
| 7D | +2.2% | +8.9% | -6.7% | +1.4% |
| 30D | +6.0% | +6.2% | -0.2% | +5.4% |
| 3M | +7.9% | -2.7% | +10.6% | +7.8% |
| 6M | +27.1% | -8.4% | +35.4% | +27.4% |
| YTD | -3.8% | -7.2% | +3.4% | -4.0% |
| 1Y | -12.8% | -20.9% | +8.0% | -12.1% |
| All | -48.0% | +366.0% | -413.9% | -56.6% |
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