+227.8%
VST vs NDAQ
+122.0%
+105.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.5% | -5.4% |
| 7D | -19.9% | +1.2% | -21.1% | -20.3% |
| 30D | -29.7% | +15.8% | -45.4% | -33.3% |
| 3M | -19.6% | +13.4% | -32.9% | -23.4% |
| 6M | -29.4% | +20.9% | -50.3% | -35.1% |
| YTD | -29.7% | +11.1% | -40.8% | -32.4% |
| 1Y | -40.0% | +26.5% | -66.6% | -47.4% |
| All | +227.8% | +122.0% | +105.8% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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