+1,164.9%
VST vs NVS
+260.1%
+904.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +6.6% | -1.3% | +7.8% | +6.9% |
| 30D | -12.4% | +9.3% | -21.6% | -14.7% |
| 3M | -9.0% | +5.8% | -14.8% | -11.3% |
| 6M | -6.4% | +7.2% | -13.6% | -9.5% |
| YTD | -17.2% | +20.0% | -37.1% | -23.1% |
| 1Y | -22.0% | +25.4% | -47.4% | -28.8% |
| 3Y | +296.7% | +89.2% | +207.5% | +198.6% |
| 5Y | +637.6% | +134.6% | +503.0% | +385.7% |
| All | +1,164.9% | +260.1% | +904.8% | +662.1% |
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