+376.2%
VST vs NVDX
+871.3%
-495.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +8.9% | +11.6% | -2.7% | +5.3% |
| 30D | +6.2% | +7.5% | -1.3% | +2.9% |
| 3M | -2.7% | +2.1% | -4.8% | -5.7% |
| 6M | -8.4% | +35.5% | -43.9% | -20.8% |
| YTD | -7.2% | +24.1% | -31.3% | -18.5% |
| 1Y | -20.9% | +33.0% | -53.8% | -33.3% |
| All | +376.2% | +871.3% | -495.1% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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