+296.7%
VST vs NVT
+131.3%
+165.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +6.6% | +8.0% | -1.4% | +0.5% |
| 30D | -12.4% | -24.8% | +12.4% | +7.7% |
| 3M | -9.0% | -32.4% | +23.4% | +20.0% |
| 6M | -6.4% | -33.5% | +27.0% | +22.7% |
| YTD | -17.2% | +13.2% | -30.4% | -34.6% |
| 1Y | -22.0% | +9.0% | -31.0% | -36.4% |
| 3Y | +296.7% | +129.4% | +167.3% | +102.8% |
| All | +296.7% | +131.3% | +165.3% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling