+608.4%
VST vs NVT
+226.5%
+381.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +6.6% | +8.0% | -1.4% | +1.2% |
| 30D | -12.4% | -24.8% | +12.4% | +5.2% |
| 3M | -9.0% | -32.4% | +23.4% | +16.2% |
| 6M | -6.4% | -33.5% | +27.0% | +19.2% |
| YTD | -17.2% | +13.2% | -30.4% | -29.8% |
| 1Y | -22.0% | +9.0% | -31.0% | -32.1% |
| 3Y | +296.7% | +129.4% | +167.3% | +127.8% |
| All | +608.4% | +226.5% | +381.8% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling