+1,216.9%
VST vs NVS
+225.3%
+991.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.1% |
| 7D | +8.9% | +4.0% | +4.9% | +7.5% |
| 30D | +6.2% | +3.6% | +2.6% | +4.9% |
| 3M | -2.7% | +7.8% | -10.5% | -5.4% |
| 6M | -8.4% | -0.2% | -8.2% | -8.8% |
| YTD | -7.2% | +19.6% | -26.8% | -13.1% |
| 1Y | -20.9% | +28.4% | -49.3% | -27.9% |
| 3Y | +384.0% | +76.2% | +307.8% | +280.6% |
| 5Y | +757.1% | +111.1% | +646.0% | +505.5% |
| All | +1,216.9% | +225.3% | +991.5% | +668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling