+364.4%
VST vs NVD
-98.7%
+463.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.5% | -0.1% |
| 7D | +10.9% | +27.3% | -16.4% | +20.8% |
| 30D | -15.6% | +59.9% | -75.6% | -0.1% |
| 3M | -7.8% | +39.4% | -47.2% | +6.4% |
| 6M | -12.0% | +27.6% | -39.6% | +1.2% |
| YTD | -16.9% | -17.9% | +1.0% | -14.1% |
| 1Y | -25.1% | -14.5% | -10.6% | -20.6% |
| 3Y | +297.1% | -98.6% | +395.6% | +180.8% |
| All | +364.4% | -98.7% | +463.2% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling