+698.3%
VST vs NVT
+732.7%
-34.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | -0.7% |
| 7D | +9.9% | +10.4% | -0.5% | +3.9% |
| 30D | +7.9% | -1.3% | +9.2% | +8.2% |
| 3M | +3.4% | -0.6% | +4.1% | +2.5% |
| 6M | -4.1% | +53.8% | -57.9% | -27.0% |
| YTD | -5.7% | +60.2% | -65.9% | -30.2% |
| 1Y | -18.9% | +76.8% | -95.7% | -43.3% |
| 3Y | +359.1% | +191.2% | +167.8% | +155.7% |
| 5Y | +766.9% | +430.9% | +335.9% | +261.7% |
| All | +698.3% | +732.7% | -34.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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