+1,002.6%
VST vs NVS
+230.5%
+772.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.4% | +10.2% | +10.5% |
| 7D | -9.8% | +1.1% | -10.9% | -10.2% |
| 30D | -25.1% | +13.4% | -38.6% | -27.9% |
| 3M | -11.6% | +5.4% | -17.0% | -13.6% |
| 6M | -20.9% | +9.6% | -30.5% | -24.0% |
| YTD | -22.3% | +21.5% | -43.8% | -28.0% |
| 1Y | -32.0% | +32.3% | -64.3% | -38.9% |
| 3Y | +262.4% | +92.9% | +169.4% | +172.4% |
| 5Y | +563.4% | +134.3% | +429.0% | +342.7% |
| 10Y | +1,120.7% | +272.3% | +848.4% | +640.0% |
| All | +1,002.6% | +230.5% | +772.0% | +536.5% |
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