+145.3%
NVO vs VST
+968.1%
-822.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.5% | -1.1% |
| 7D | +0.8% | -9.8% | +10.6% | +1.6% |
| 30D | +5.4% | -25.1% | +30.5% | +8.2% |
| 3M | -11.2% | -11.6% | +0.4% | -10.6% |
| 6M | -10.8% | -20.9% | +10.1% | -9.4% |
| YTD | -16.8% | -22.3% | +5.5% | -15.8% |
| 1Y | -9.0% | -32.0% | +23.0% | -6.7% |
| 3Y | -56.5% | +262.4% | -318.9% | -66.3% |
| 5Y | -20.3% | +563.4% | -583.7% | -44.1% |
| 10Y | +196.5% | +1,120.7% | -924.2% | +87.0% |
| All | +145.3% | +968.1% | -822.8% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling