-20.9%
VST vs NVDL
+42.2%
-63.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | +8.9% | +11.7% | -2.8% | +6.3% |
| 30D | +6.2% | +7.8% | -1.6% | +3.9% |
| 3M | -2.7% | +3.3% | -6.0% | -4.9% |
| 6M | -8.4% | +38.9% | -47.2% | -19.5% |
| YTD | -7.2% | +28.5% | -35.7% | -17.6% |
| 1Y | -20.9% | +40.6% | -61.5% | -33.9% |
| All | -20.9% | +42.2% | -63.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling