+183.5%
NVO vs VST
+1,175.7%
-992.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.3% |
| 7D | +2.2% | +8.9% | -6.7% | +1.2% |
| 30D | +6.0% | +6.2% | -0.2% | +5.2% |
| 3M | +7.9% | -2.7% | +10.6% | +7.9% |
| 6M | +27.1% | -8.4% | +35.4% | +27.6% |
| YTD | -3.8% | -7.2% | +3.4% | -3.9% |
| 1Y | -12.8% | -20.9% | +8.0% | -11.7% |
| 3Y | -46.3% | +384.0% | -430.3% | -59.6% |
| 5Y | +3.6% | +757.1% | -753.5% | -29.3% |
| All | +183.5% | +1,175.7% | -992.2% | +75.1% |
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