+559.4%
VST vs NVDL
+2,657.6%
-2,098.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.7% |
| 7D | +9.9% | +7.3% | +2.6% | +7.8% |
| 30D | +7.9% | -0.7% | +8.6% | +7.3% |
| 3M | +3.4% | +9.5% | -6.0% | -0.9% |
| 6M | -4.1% | +41.6% | -45.7% | -16.2% |
| YTD | -5.7% | +23.3% | -29.0% | -15.3% |
| 1Y | -18.9% | +40.3% | -59.2% | -30.5% |
| 3Y | +359.1% | +692.2% | -333.1% | +217.6% |
| All | +559.4% | +2,657.6% | -2,098.1% | +304.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling