+427.2%
VST vs NVD
-99.2%
+526.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.3% | +2.8% |
| 7D | +9.9% | -7.7% | +17.5% | +7.4% |
| 30D | +7.9% | -5.8% | +13.7% | +7.0% |
| 3M | +3.4% | -23.2% | +26.6% | -2.0% |
| 6M | -4.1% | -49.7% | +45.6% | -18.9% |
| YTD | -5.7% | -47.7% | +42.0% | -17.7% |
| 1Y | -18.9% | -61.3% | +42.5% | -33.5% |
| 3Y | +359.1% | -99.2% | +458.2% | +174.1% |
| All | +427.2% | -99.2% | +526.3% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling