+1,205.2%
VST vs NI
+179.8%
+1,025.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +6.1% |
| 7D | -0.5% | +0.4% | -1.0% | -0.8% |
| 30D | -17.1% | +11.3% | -28.4% | -22.3% |
| 3M | -4.6% | +6.5% | -11.1% | -8.2% |
| 6M | -9.1% | -2.3% | -6.8% | -8.3% |
| YTD | -16.6% | +10.8% | -27.4% | -21.5% |
| 1Y | -29.5% | +6.2% | -35.7% | -32.0% |
| 3Y | +297.5% | +98.7% | +198.9% | +177.2% |
| 5Y | +654.5% | +111.3% | +543.2% | +407.0% |
| 10Y | +1,205.2% | +178.1% | +1,027.1% | +782.0% |
| All | +1,205.2% | +179.8% | +1,025.4% | +782.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling