+296.7%
VST vs NVD
-98.4%
+395.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | +0.1% |
| 7D | +6.6% | +28.6% | -22.0% | +15.7% |
| 30D | -12.4% | +73.6% | -86.0% | +6.8% |
| 3M | -9.0% | +70.1% | -79.1% | +12.1% |
| 6M | -6.4% | +53.6% | -60.0% | +14.6% |
| YTD | -17.2% | -7.0% | -10.2% | -10.9% |
| 1Y | -22.0% | -9.0% | -13.0% | -15.8% |
| 3Y | +296.7% | -98.3% | +395.0% | +184.3% |
| All | +296.7% | -98.4% | +395.0% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling