+1,205.2%
VST vs NVS
+257.6%
+947.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.1% |
| 7D | -0.5% | +1.3% | -1.9% | -1.0% |
| 30D | -17.1% | +13.9% | -30.9% | -20.2% |
| 3M | -4.6% | +4.7% | -9.3% | -6.6% |
| 6M | -9.1% | +12.1% | -21.2% | -13.3% |
| YTD | -16.6% | +22.3% | -39.0% | -23.0% |
| 1Y | -29.5% | +33.5% | -63.0% | -36.9% |
| 3Y | +297.5% | +94.7% | +202.8% | +196.4% |
| 5Y | +654.5% | +137.6% | +517.0% | +396.4% |
| 10Y | +1,205.2% | +254.5% | +950.8% | +679.1% |
| All | +1,205.2% | +257.6% | +947.7% | +679.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling