+605.8%
VST vs NVT
+487.2%
+118.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.7% | -0.4% | +2.9% |
| 7D | -0.5% | -7.5% | +7.0% | +4.2% |
| 30D | -17.1% | -31.5% | +14.5% | +2.3% |
| 3M | -4.6% | -30.4% | +25.8% | +15.7% |
| 6M | -9.1% | -32.5% | +23.4% | +11.2% |
| YTD | -16.6% | +12.9% | -29.6% | -25.3% |
| 1Y | -29.5% | +3.7% | -33.2% | -33.7% |
| 3Y | +297.5% | +135.8% | +161.8% | +153.5% |
| 5Y | +654.5% | +232.7% | +421.9% | +302.1% |
| All | +605.8% | +487.2% | +118.6% | +170.8% |
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