-26.4%
VST vs NVDL
-41.7%
+15.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.9% | +8.9% | +0.6% |
| 7D | -6.0% | -34.5% | +28.5% | +3.8% |
| 30D | -18.8% | -47.7% | +28.9% | -5.7% |
| 3M | -8.0% | -43.9% | +35.9% | +4.9% |
| 6M | -10.9% | -46.4% | +35.5% | +0.6% |
| YTD | -18.3% | -34.3% | +16.0% | -14.8% |
| All | -26.4% | -41.7% | +15.4% | -20.6% |
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