+151.8%
NVO vs VST
+1,046.2%
-894.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.7% | +1.9% |
| 7D | +2.3% | -0.5% | +2.8% | +2.1% |
| 30D | +7.1% | -17.1% | +24.2% | +8.8% |
| 3M | -11.3% | -4.6% | -6.7% | -11.4% |
| 6M | -9.0% | -9.1% | 0.0% | -9.0% |
| YTD | -14.6% | -16.6% | +2.0% | -14.2% |
| 1Y | -4.9% | -29.5% | +24.6% | -2.8% |
| 3Y | -54.9% | +297.5% | -352.4% | -65.4% |
| 5Y | -18.7% | +654.5% | -673.2% | -43.9% |
| 10Y | +202.5% | +1,205.2% | -1,002.8% | +89.4% |
| All | +151.8% | +1,046.2% | -894.4% | +56.4% |
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 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