+481.0%
VST vs NVDL
+1,454.9%
-973.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +0.2% |
| 7D | +10.9% | -26.2% | +37.1% | +19.5% |
| 30D | -15.6% | -43.2% | +27.6% | -2.3% |
| 3M | -7.8% | -40.5% | +32.8% | +4.7% |
| 6M | -12.0% | -45.4% | +33.5% | 0.0% |
| YTD | -16.9% | -30.5% | +13.5% | -13.5% |
| 1Y | -25.1% | -37.1% | +12.0% | -20.2% |
| 3Y | +297.1% | +318.7% | -21.6% | +219.5% |
| All | +481.0% | +1,454.9% | -973.9% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling