+1,238.2%
VST vs NVS
+180.0%
+1,058.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.9% | +15.6% | +5.5% |
| 7D | +9.9% | -14.6% | +24.5% | +14.3% |
| 30D | +7.9% | -11.9% | +19.8% | +11.1% |
| 3M | +3.4% | -6.0% | +9.4% | +4.0% |
| 6M | -4.1% | -11.4% | +7.3% | -1.9% |
| YTD | -5.7% | +2.9% | -8.6% | -8.3% |
| 1Y | -18.9% | +10.2% | -29.1% | -23.2% |
| 3Y | +359.1% | +55.3% | +303.7% | +270.8% |
| 5Y | +766.9% | +89.6% | +677.3% | +521.9% |
| All | +1,238.2% | +180.0% | +1,058.2% | +710.9% |
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